On the mathematical form of CVA in Basel III.

Credit valuation adjustment in Basel III is studied from the perspective of the mathematics involved. A bank covers mark-to-market losses for expected counterparty risk with a CVA capital charge. The CVA is known as credit valuation adjustments. In this paper it will be argued that CVA and conditioned value at risk (CVaR) have a common mathematical ancestor. The question is raised why the Basel committee, from the perspective of CVaR, has selected a specific parameterization. It is argued that a fine-tuned supervision, on the longer run, will be beneficial for counterparties with a better control over their spread.CVA, CVaR, statistical methodology.

Binary Stellar Population Synthesis Model

Using Yunnan evolutionary population synthesis (EPS) models, we present integrated colours, integrated spectral energy distributions (ISEDs) and absorption-line indices defined by the Lick Observatory image dissector scanner (Lick/IDS) system, for an extensive set of instantaneous-burst binary stellar populations (BSPs) with interactions. By comparing the results for populations with and without interactions we show that the inclusion of binary interactions makes the appearance of the population substantially bluer. This effect raises the derived age and metallicity of the population. To be used in the studies of modern spectroscopic galaxy surveys at intermediate/high spectral resolution, we also present intermediate- (3A) and high-resolution (~0.3A) ISEDs and Lick/IDS absorption-line indices for BSPs. To directly compare with observations the Lick/IDS absorption indices are also presented by measuring them directly from the ISEDs.Comment: 2 pages 2 figure

A note on modular forms and generalized anomaly cancellation formulas

By studying modular invariance properties of some characteristic forms, we prove some new anomaly cancellation formulas which generalize the Han-Zhang and Han-Liu-Zhang anomaly cancellation formula

Collision-free trajectory planning algorthm for manipulators

Collision-free trajectory planning for robotic manipulators is investigated. The task of the manipulator is to move its end-effector from one point to another point in an environment with polyhedral obstacles. An on-line algorithm is developed based on finding the required joint angles of the manipulator, according to goals with different priorities. The highest priority is to avoid collisions, the second priority is to plan the shortest path for the end effector, and the lowest priority is to minimize the joint velocity for smooth motion. The pseudo-inverse of the Jacobian matrix is applied for inverse kinematics. When a possible collision is detected, a constrained inverse kinematic problem is solved such that the collision is avoided. This algorithm can also be applied to a time-variant environment

Password Cracking and Countermeasures in Computer Security: A Survey

With the rapid development of internet technologies, social networks, and other related areas, user authentication becomes more and more important to protect the data of the users. Password authentication is one of the widely used methods to achieve authentication for legal users and defense against intruders. There have been many password cracking methods developed during the past years, and people have been designing the countermeasures against password cracking all the time. However, we find that the survey work on the password cracking research has not been done very much. This paper is mainly to give a brief review of the password cracking methods, import technologies of password cracking, and the countermeasures against password cracking that are usually designed at two stages including the password design stage (e.g. user education, dynamic password, use of tokens, computer generations) and after the design (e.g. reactive password checking, proactive password checking, password encryption, access control). The main objective of this work is offering the abecedarian IT security professionals and the common audiences with some knowledge about the computer security and password cracking, and promoting the development of this area.Comment: add copyright to the tables to the original authors, add acknowledgement to helpe

Binary interactions and UV photometry on photometric redshift

Using the Hyperz code (Bolzonella et al. 2000) we present photometric redshift estimates for a random sample of galaxies selected from the SDSS/DR7 and GALEX/DR4, for which spectroscopic redshifts are also available. We confirm that the inclusion of ultraviolet photometry improves the accuracy of photo-zs for those galaxies with g*-r* < 0.7 and z_spec < 0.2. We also address the problem of how binary interactions can affect photo-z estimates, and find that their effect is negligible.Comment: 2 pages 1 figure

MultiMWE: building a multi-lingual multi-word expression (MWE) parallel corpora

Multi-word expressions (MWEs) are a hot topic in research in natural language processing (NLP), including topics such as MWE detection, MWE decomposition, and research investigating the exploitation of MWEs in other NLP fields such as Machine Translation. However, the availability of bilingual or multi-lingual MWE corpora is very limited. The only bilingual MWE corpora that we are aware of is from the PARSEME (PARSing and Multi-word Expressions) EU project. This is a small collection of only 871 pairs of English-German MWEs. In this paper, we present multi-lingual and bilingual MWE corpora that we have extracted from root parallel corpora. Our collections are 3,159,226 and 143,042 bilingual MWE pairs for German-English and Chinese-English respectively after filtering. We examine the quality of these extracted bilingual MWEs in MT experiments. Our initial experiments applying MWEs in MT show improved translation performances on MWE terms in qualitative analysis and better general evaluation scores in quantitative analysis, on both German-English and Chinese-English language pairs. We follow a standard experimental pipeline to create our MultiMWE corpora which are available online. Researchers can use this free corpus for their own models or use them in a knowledge base as model features

Polarized Curvature Radiation in Pulsar Magnetosphere

The propagation of polarized emission in pulsar magnetosphere is investigated in this paper. The polarized waves are generated through curvature radiation from the relativistic particles streaming along curved magnetic field lines and co-rotating with the pulsar magnetosphere. Within the 1/{\deg} emission cone, the waves can be divided into two natural wave mode components, the ordinary (O) mode and the extraord nary (X) mode, with comparable intensities. Both components propagate separately in magnetosphere, and are aligned within the cone by adiabatic walking. The refraction of O-mode makes the two components separated and incoherent. The detectable emission at a given height and a given rotation phase consists of incoherent X-mode and O-mode components coming from discrete emission regions. For four particle-density models in the form of uniformity, cone, core and patches, we calculate the intensities for each mode numerically within the entire pulsar beam. If the co-rotation of relativistic particles with magnetosphere is not considered, the intensity distributions for the X-mode and O-mode components are quite similar within the pulsar beam, which causes serious depolarization. However, if the co-rotation of relativistic particles is considered, the intensity distributions of the two modes are very different, and the net polarization of out-coming emission should be significant. Our numerical results are compared with observations, and can naturally explain the orthogonal polarization modes of some pulsars. Strong linear polarizations of some parts of pulsar profile can be reproduced by curvature radiation and subsequent propagation effect.Comment: 12 pages, 9 figures, Accepted for publication in MNRA