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Global-scale online services, such as Google’s Web search and Facebook’s social networking, run in large-scale datacenters. Due to their massive scale, these services are designed to scale out (or distribute) their respective loads and datasets across thou ...
We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel ...
This thesis presents work on the efficiency and security of cryptographic software. First it describes several efforts to construct very efficient implementations of cryptographic primitives. These include the Advanced Encryption Standard (AES) as well as ...
This paper provides a brief overview of the stochastic modeling of variance swap curves. Focus is on affine factor models. We propose a novel drift parametrization which assures that the components of the state process can be matched with any pre-specified ...
This paper focuses on distributed state estimation using a sensor network for monitoring a linear system. In order to account for physical constraints on process states and inputs, we propose a moving horizon approach where each sensor has to solve a quadr ...
We study the market partition between two distinct firms that deliver services to waiting-time sensitive customers. In our model, the incoming customers select a firm on the basis of its posted price, the expected waiting time and its brand. More specifica ...
The sustainable use of reservoirs for irrigation, flood protection, water supply and hydropower may be endangered due to unavoidable reservoir sedimentation. Turbidity currents are the main process for the transport and deposit of sediments in reservoirs, ...
The complexity of processes occurring in the brain is an intriguing issue not just for scientists and medical doctors, but the humanity in general. The cortex ability to perceive and analyze an enormous amount of information in an instance of time, the par ...
We describe several software side-channel attacks based on inter-process leakage through the state of the CPU's memory cache. This leakage reveals memory access patterns, which can be used for cryptanalysis of cryptographic primitives that employ data-depe ...
In the developed world, an ever better and finer understanding of the processes leading to natural hazards is expected. This is in part achieved using the invaluable tool of numerical modeling, which offers the possibility of applying scenarios to a given ...
