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A single minimal complement for the c.e. degrees
"... Abstract. We show that there exists a minimal (Turing) degree b<0 ′ such that for all nonzero c.e. degrees a, 0 ′ = a ∨ b. Since b is minimal this means that b complements all c.e. degrees other than 0 and 0 ′. Since every nc.e. degree bounds a nonzero c.e. degree, b complements every nc.e. ..."
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Abstract. We show that there exists a minimal (Turing) degree b<;0 ′ such that for all nonzero c.e. degrees a, 0 ′ = a ∨ b. Since b is minimal this means that b complements all c.e. degrees other than 0 and 0 ′. Since every nc.e. degree bounds a nonzero c.e. degree, b complements every n
Decentralized Polling with Respectable Participants
"... Abstract. We consider the polling problem in a social network where participants care about their reputation: they do not want their vote to be disclosed nor their misbehaving, if any, to be publicly exposed. Assuming this reputation concern, we show that a simple secret sharing scheme, combined wit ..."
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with verification procedures, can efficiently enable polling without the need for any central authority or heavyweight cryptography. More specifically, we present DPol, a simple and scalable distributed polling protocol where misbehaving nodes are exposed with a nonzero probability and the probability of dishonest
the assumption made above indeed results in a very small error
"... in this case. VI. CONCLUSIONS The influence of nonideal integrators on a specified filter transfer function can be analyzed independently of the filter topology using only simple equations in which the quality factor of the integrator is the key parameter. Because the quality factor follows directl ..."
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in this case. VI. CONCLUSIONS The influence of nonideal integrators on a specified filter transfer function can be analyzed independently of the filter topology using only simple equations in which the quality factor of the integrator is the key parameter. Because the quality factor follows
Opaque controlflow integrity.
 In 22nd Annual Network and Distributed System Security Symposium, NDSS,
, 2015
"... AbstractA new binary software randomization and ControlFlow Integrity (CFI) enforcement system is presented, which is the first to efficiently resist codereuse attacks launched by informed adversaries who possess full knowledge of the inmemory code layout of victim programs. The defense mitigates ..."
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any pointer references to BLT addresses; all references are computed dynamically at loadtime and stored henceforth exclusively in protected registers. A. Bounding the Control Flow For each indirect branch site with (nonempty) destination set D, OCFI guards the branch instruction with a bounds
Central European Journal of Economic Modelling and Econometrics Detecting Risk Transfer in Financial Markets using Different Risk Measures
"... High movements of asset prices constitute intrinsic elements of financial crises. There is a common agreement that extreme events are responsible for that. Making inference about the risk spillover and its effect on markets one should use such methods and tools that can fit properly for catastrophic ..."
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High movements of asset prices constitute intrinsic elements of financial crises. There is a common agreement that extreme events are responsible for that. Making inference about the risk spillover and its effect on markets one should use such methods and tools that can fit properly for catastrophic events. In the paper Extreme Value Theory (EVT) invented particularly for modelling extreme events was used. The purpose of the paper is to model risky assets using EVT and to analyse the transfer of risk across the financial markets all over the world using the Granger causality in risk test. The concept of testing in causality in risk was extended to Spectral Risk Measure i.e., respective hypotheses were constructed and checked by simulation. The attention is concentrated on the Chinese financial processes and their relations with those in the rest of the globe. The original idea of the Granger causality in risk assumes usage of Value at Risk as a risk measure. We extended the scope of application of the test to Expected Shortfall and Spectral Risk Measure. The empirical results exhibit very interesting dependencies.