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2017 13th International Conference on Computational Intelligence and Security (CIS)最新文献

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Model Analysis for Estimating Optimal Hedging Ratio of Stock Index Futures 股指期货最优套期保值比率的模型分析
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00083
Ya-juan Yang, Hong Zhang
{"title":"Model Analysis for Estimating Optimal Hedging Ratio of Stock Index Futures","authors":"Ya-juan Yang, Hong Zhang","doi":"10.1109/CIS.2017.00083","DOIUrl":"https://doi.org/10.1109/CIS.2017.00083","url":null,"abstract":"This paper aims at the optimal hedging ratio estimation of stock index futures. The determination of the optimal hedging ratio is the main part of the hedging transaction. There are many hedge ratio calculation method, in which the most important are two: one based on minimizing the risk of portfolio risk and the other based on the maximizing utility of the portfolio. We employ ECM-GARCH model for estimating the risk-minimizing hedging ratio while meanvariance model for the utility-maximizing hedging ratio. First, we analyze the optimal hedge ratio under the principle of risk minimization: the main idea of this method is to minimize the variance of the yield of the portfolio after hedging. Secondly, for investors in the hedging transactions hope to get a certain income, the maximum utility hedging can be engaged to achieve this purpose by the proposed model herein. Finally, the risk minimization hedge ratio and the utility maximization hedge ratio's calculation results are carried out and the comparison being expressed then.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"375 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131645568","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Decycling Number of Crossed Cubes CQn 交叉立方体的循环数CQn
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00039
Xirong Xu, Soomro Pir Dino, Huifeng Zhang, Huijun Jiang, Cong Liu
{"title":"Decycling Number of Crossed Cubes CQn","authors":"Xirong Xu, Soomro Pir Dino, Huifeng Zhang, Huijun Jiang, Cong Liu","doi":"10.1109/CIS.2017.00039","DOIUrl":"https://doi.org/10.1109/CIS.2017.00039","url":null,"abstract":"A subset of vertices of a graph G is called a decycling set of G if its deletion results in an acyclic subgraph. The cardinality of a minimum decycling set is called the decycling number of G. This paper presents an approach to construct an acyclic subgraph of CQ_n and proves that for any integer n ≥ 2, the decycling number of CQ_n is 2^n-1 ⋅(1-c/n-1), c∊[0,1].","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128061069","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Gravitation-Based Chaos Water Cycle Algorithm for Numerical Optimization 一种基于重力的混沌水循环数值优化算法
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00056
Jiehao Guo, Xingbao Gao, Mengnan Tian
{"title":"A Gravitation-Based Chaos Water Cycle Algorithm for Numerical Optimization","authors":"Jiehao Guo, Xingbao Gao, Mengnan Tian","doi":"10.1109/CIS.2017.00056","DOIUrl":"https://doi.org/10.1109/CIS.2017.00056","url":null,"abstract":"This paper presents a gravitation-based chaos water cycle algorithm for numerical optimization by suitably integrating gravitational search and water cycle algorithm. In new algorithm, the positions of particles are first updated according to gravitational search. To enhance search ability and population diversity, a new chaotic mapping is then defined and incorporated in water cycle algorithm to update the population. Finally, the performance of the proposed algorithm is demonstrated by numerical experiments and comparisons with five widely used algorithms on well-known benchmark functions and a practical problem.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132134571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Side Channel Attack on SM4 Algorithm with Ensemble Method 基于集成方法的SM4算法侧信道攻击
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00123
Mengmeng Xu, Liji Wu, Xiangmin Zhang
{"title":"Side Channel Attack on SM4 Algorithm with Ensemble Method","authors":"Mengmeng Xu, Liji Wu, Xiangmin Zhang","doi":"10.1109/CIS.2017.00123","DOIUrl":"https://doi.org/10.1109/CIS.2017.00123","url":null,"abstract":"Smart IC card may undergo attacks that beyond cryptanalysis. Side Chanel Attack(SCA) gathers information leaked from implementations of smart IC card to find the secret key. Recent Publications had shown that it is possible to apply machine learning algorithms on SCA analysis. This article shows how to apply the ensemble method, one of the state of art methods, on SM4 algorithm. Ensemble method uses multiple algorithms to get better result. We apply SVM (support vector machine) and k-NN (k nearest neighbors) algorithms, compared with traditional template attack (TA) method. We investigated the impact of changing the distance function on the accuracy of the k-NN classifier. We also make a brief analysis on why does the ensemble method work on this problem.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114467584","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
S2F: Discover Hard-to-Reach Vulnerabilities by Semi-Symbolic Fuzz Testing S2F:通过半符号模糊测试发现难以触及的漏洞
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00127
Bin Zhang, Jiaxi Ye, Chao Feng, Chaojing Tang
{"title":"S2F: Discover Hard-to-Reach Vulnerabilities by Semi-Symbolic Fuzz Testing","authors":"Bin Zhang, Jiaxi Ye, Chao Feng, Chaojing Tang","doi":"10.1109/CIS.2017.00127","DOIUrl":"https://doi.org/10.1109/CIS.2017.00127","url":null,"abstract":"Fuzz testing is a popular program testing technique. However, it is difficult to find hard-to-reach vulnerabilities that are nested with complex branches. In this paper, we propose semi-symbolic fuzz testing to discover hard-to-reach vulnerabilities. Our method groups inputs into high frequency and low frequency ones. Then symbolic execution is utilized to solve only uncovered branches to mitigate the path explosion problem. Especially, in order to play the advantages of fuzz testing, our method locates critical branch for each low frequency input and corrects the generated test cases to comfort the branch condition. We also implemented a prototype|S2F, and the experimental results show that S2F can gain 17.70% coverage performance and discover more hard-to-reach vulnerabilities than other vulnerability detection tools for our benchmark.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116134467","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
An Efficient Algorithm for Parallel Computation of Rough Entropy Using CUDA 基于CUDA的粗糙熵并行计算的高效算法
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00009
Siyuan Jing, Caiming Liu, Gongliang Li, Gaorong Yan, Yan Zhang
{"title":"An Efficient Algorithm for Parallel Computation of Rough Entropy Using CUDA","authors":"Siyuan Jing, Caiming Liu, Gongliang Li, Gaorong Yan, Yan Zhang","doi":"10.1109/CIS.2017.00009","DOIUrl":"https://doi.org/10.1109/CIS.2017.00009","url":null,"abstract":"Continuously improving computation efficiency of rough entropy is very meaningful, because it is helpful to apply rough sets to some fields with high performance requirement. Recently, Graphics Processing Unit (GPU) has gained a lot of attention from scientific communities for its applicability in high performance computing. This paper proposes an efficient algorithm which is based on sorting technique to accelerate the computation of rough entropy using CUDA. The proposed algorithm is compared with a sorting-based serial algorithm. Experimental results prove the effectiveness of the proposed algorithm.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114991699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Waveform Compensation of ECG Data Using Segment Fitting Functions for Individual Identification 基于分段拟合函数的心电数据波形补偿
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00110
Chenguang He, Wei Li, David Chik
{"title":"Waveform Compensation of ECG Data Using Segment Fitting Functions for Individual Identification","authors":"Chenguang He, Wei Li, David Chik","doi":"10.1109/CIS.2017.00110","DOIUrl":"https://doi.org/10.1109/CIS.2017.00110","url":null,"abstract":"Physiological signals can be considered as a source of biometric characteristics that allow biometric identification. The aim of this research is to assess the effect of fitting methods on the morphological features of electrocardiogram (ECG) signals. Three different families of fitting functions have been selected to verify the performance of curve fitting. The experiment result shows that the fitting methods would be efficient for individual identification by ECG classification based on these fitting parameters.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"200 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126175841","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Curiosity-Driven Intrinsic Motivation Cognitive Model in Perception-Action Loop 感知-行动循环中好奇心驱动的内在动机认知模型
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00076
Jing Chen, Yanan Yu
{"title":"Curiosity-Driven Intrinsic Motivation Cognitive Model in Perception-Action Loop","authors":"Jing Chen, Yanan Yu","doi":"10.1109/CIS.2017.00076","DOIUrl":"https://doi.org/10.1109/CIS.2017.00076","url":null,"abstract":"To study the cognitive problems for autonomous robotic pigeon in an unknown environment, a curiosity-driven intrinsic motivation cognitive model in the perception-action loop is proposed. The model simulates the cognitive mechanism of intrinsic motivation in psychology, through the process of critic, probabilistic behavior selection, and orientation updating, which can implement the behavior cognition of an intelligent agent. By the introduction of curiosity, which is the main element of intrinsic motivation, the exploration degree at different times with the same state can be updated, and the certainty is increased during the cognitive process. Measure by information entropy illustrates that the application of the proposed cognitive model can achieve better cognition for behavior selection. By simulation experiment, we verify the adaptability of the proposed model in a changing environment, which also reflected the cognitive processes similar to biological cognition, and the model is proved to be effective.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128633106","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Mixed Conjugate Gradient Method for Unconstrained Optimization Problem 无约束优化问题的混合共轭梯度法
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00121
B. Qiao, Liping Yang, Jie Liu, Yanru Yao
{"title":"A Mixed Conjugate Gradient Method for Unconstrained Optimization Problem","authors":"B. Qiao, Liping Yang, Jie Liu, Yanru Yao","doi":"10.1109/CIS.2017.00121","DOIUrl":"https://doi.org/10.1109/CIS.2017.00121","url":null,"abstract":"In this paper, we propose a mixed conjugate gradient method for unconstrained optimization problem based on the HS method and DY method. The new method has taken advantages of two methods. The global convergence of the mixed conjugate gradient method is proved under the Wolfe line search which is no need for the descent condition. The numerical experimental results on some classical problems show that the new method is efficient.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124590050","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Improvement Based Evolutionary Algorithm with Adaptive Weight Adjustment for Many-Objective Optimization 一种基于改进的自适应权值调整进化多目标优化算法
2017 13th International Conference on Computational Intelligence and Security (CIS) Pub Date : 2017-12-01 DOI: 10.1109/CIS.2017.00019
Cai Dai, Xiu-juan Lei
{"title":"An Improvement Based Evolutionary Algorithm with Adaptive Weight Adjustment for Many-Objective Optimization","authors":"Cai Dai, Xiu-juan Lei","doi":"10.1109/CIS.2017.00019","DOIUrl":"https://doi.org/10.1109/CIS.2017.00019","url":null,"abstract":"For many-objective optimization problems (MaOPs), how to get a set of solutions with good convergence and diversity is a difficult and challenging work. In this paper, a new decomposition-based evolutionary algorithm with adaptive weight adjustment is designed to obtain this goal. Firstly, a new method based on uniform design and crowding distance is designed to generate a set of weight vectors with good uniformly. Secondly, an adaptive weight adjustment is used to solve some MaOPs with complex Pareto optimal front (PF) (i.e. PF with a sharp peak of low tail or discontinuous PF). Thirdly, a selection strategy is used to help each sub-objective space to obtain a non-dominated solution (if have). Comparing with some efficient state-of-the-art algorithms, e.g., MOEA/D and HypE on some benchmark functions, the proposed algorithm is able to find a set of solutions with better diversity and convergence.","PeriodicalId":304958,"journal":{"name":"2017 13th International Conference on Computational Intelligence and Security (CIS)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128925781","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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