Thèse de doctorat : Università della Svizzera italiana, 2008 ; 2008ECO004.
In this thesis I have tried to identify the risks and opportunities crude oil market offers. For this purpose I tested the performance of univariate and multivariate GARCH models. The first part of the work describes univariate GARCH models and their application to commodities markets. Physical ownership of the commodity carries an associated flow of services. The net flow of these services per...
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Thèse de doctorat : Università della Svizzera italiana, 2008 ; 2008INFO003.
Credal networks are probabilistic graphical models that extend Bayesian nets to deal with imprecision in probability, and can actually be regarded as sets of Bayesian nets. Credal nets appear to be powerful means to represent and deal with many important and challenging problems in uncertain reasoning. The counterpart of having more freedom in the modeling phase is an increased inferential...
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Content-based networking is a message-oriented communication service in which a message is delivered to all destinations that have declared a selection predicate matching the content of that message. Analogous to that of a traditional address-based network, a routing scheme in a content-based network defines the router-local matching, forwarding, and header functions that collectively realize the...
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An ideal sensor network would minimize communication by routing information only to those nodes requiring the information. We are exploring the use of a content-based network for this purpose, where messages containing sensor readings and associated metadata are relayed from source nodes to destination nodes based solely on the fact that the destination nodes have expressed interest in specific...
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Much research in sensor networks focuses on optimizing traffic originating at multiple sources destined for a single, base station sink. Our work reverses this assumption, targeting scenarios where individual sensor data is sent to multiple destinations. In this case, the data path that produces the least network cost is unlikely to overlap completely with any of the optimal routes between the...
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In this paper, we study the problem of partial database replication. Numerous previous works have investigated database replication, however, most of them focus on full replication. We are here interested in genuine partial replication protocols, which require replicas to permanently store only information about data items they replicate. We define two properties to characterize partial...
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Middleware-based database replication protocols require few or no changes in the database engine. As a consequence, they are more portable and flexible than kernel-based protocols, but have coarser-grain information about transaction access data, resulting in reduced concurrency and increased aborts. This paper proposes conflict-aware load-balancing techniques to increase the concurrency and...
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Processing distributed transactions hinges on enforcing atomicity and durability: resource managers participating in a transaction must agree on its outcome and the transaction updates must be permanent. We introduce the log service abstraction, which gathers resource managers’ votes to commit or abort a transaction and their updates, and outputs the transaction’s outcome. Updates are made...
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This paper proposes a novel algorithm that, given a data-flow graph and an input/output constraint, enumerates all convex subgraphs under the given constraint in polynomial time with respect to the size of the graph. These subgraphs have been shown to represent efficient Instruction Set Extensions for customizable processors. The search space for this problem is inherently polynomial but, to our...
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In the context of our research program we addressed the question whether or not requirements documents contain information about system level properties that can be exploited to automatically create assertions for run-time checks of these properties. In this technical report we define the concept of property template and report details on the studies we carried out to address this question. The...
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