Detection of Structural Breaks in Copula Models

The paper presents the research results on detection of structural breaks in copula models of multivariate time-series. A nonparametric method of structural break identification and estimation is used and its asymptotic characteristics (probabilities of the I and II-type errors, probability of estimation error) are analyzed. Simulation test results applied to Clayton and Gumbel copulas are presented and discussedCopula; structural break; Kolmogorov-Smirnov statistics; interest rates; MosPrime; LIBOR; EURIBOR

Prerequisites and Theoretical Foundations of the Statistical Method of Frequency Stabilization in Information and Telecommunication Systems

The article deals with issues related to the manifestation of the properties of synergy and emergence, potentially inherent in systems with the same or similar properties of components. These properties can be used to increase the accuracy of estimates of the frequency of signals in the system of simultaneously and independently functioning oscillators. It makes possible to increase the stability of the frequency of the generated signals. To implement these properties, simultaneous measurement of signal phase values at a number of time intervals with subsequent processing using the likelihood function can be used. It is shown that the manifestation of the synergistic property in a system of simultaneously and independently operating oscillators reduces the error in estimating random fluctuations in the frequency of oscillators. The manifestation of the emergence property allows you to exclude a constant frequency shift from the nominal value. The conditions for obtaining unbiased effective estimates of the frequency of each of the oscillators are formulated. It is noted that from a physical point of view, an increase in the accuracy of estimating the frequency of signals corresponds to multiple non-precision indirect measurements. The results of mathematical modeling are presented

Prerequisites and Theoretical Foundations of the Statistical Method of Frequency Stabilization in Information and Telecommunication Systems

The article deals with issues related to the manifestation of the properties of synergy and emergence, potentially inherent in systems with the same or similar properties of components. These properties can be used to increase the accuracy of estimates of the frequency of signals in the system of simultaneously and independently functioning oscillators. It makes possible to increase the stability of the frequency of the generated signals. To implement these properties, simultaneous measurement of signal phase values at a number of time intervals with subsequent processing using the likelihood function can be used. It is shown that the manifestation of the synergistic property in a system of simultaneously and independently operating oscillators reduces the error in estimating random fluctuations in the frequency of oscillators. The manifestation of the emergence property allows you to exclude a constant frequency shift from the nominal value. The conditions for obtaining unbiased effective estimates of the frequency of each of the oscillators are formulated. It is noted that from a physical point of view, an increase in the accuracy of estimating the frequency of signals corresponds to multiple non-precision indirect measurements. The results of mathematical modeling are presented

Corporate chat under DLP–system controlling

The article describes the preparation process of software complex (package) consisting of secure corporate chat and DLP (Data Leak Prevention) system in the form of security monitor. Software development, project architecture, testing and other creation stage are demonstrated. The operation processes of security monitor are shown; the functionality of software package DLP–system is considered

Development of a real-time document approval system

The article describes the preparation of the document approval system before the start of development, the project architecture, and testing. The work processes are demonstrated, registration and authorization in the system, creation of the document approval process and the approval process itself are considered

Integration of random numbers generator for creating the gamma of Vernam key in the system of instant message exchange

The article is devoted to the overview of encryption protocols using for instant messaging systems – messengers, and to the development of system, that excludes the considered security flaws. Analysis of using security model development is carried out

Features of the Practical Implementation of the Method for Managing Observations of the State of Monitored Objects in Intrusion Detection Systems

This article discusses the possibility of generalizing the existing methods of optimization of observations to the problems of resource management of intrusion detection systems. The aim of this work is to study the applied aspects of the application of the surveillance optimization method, which increases the efficiency of using the resources of intrusion detection systems. The set goal of the work was achieved through the following tasks: (1) on the basis of experimental data, the development of a dynamic model of the controlled object and the observation model was carried out; and (2) numerical modeling of the solution to the problem of optimizing observations of the state of monitored objects in the intrusion detection system was carried out. As a result of this research, modern approaches to the management of resources of intrusion detection systems have been analyzed. A practical study of the possibility of using the mathematical apparatus for optimizing observations in relation to the problems of resource management of intrusion detection systems has been carried out. The most important scientific findings are as follows: (1) model of the dynamics of the controlled object; (2) model for monitoring the state of controlled objects; and (3) procedure for optimizing the plan for monitoring the state of monitored objects in intrusion detection systems. The significance of the results obtained is confirmed by a numerical experiment, within the framework of which a relative gain in the accuracy of assessing the state of controlled objects of 99.9% was obtained in comparison with a uniform observation plan

Specific features of the practical implementation of observation planning in systems for monitoring networks with dynamic topology

The article is devoted to the issues of practical implementation of planning observations of information processes flows, the sources of which are dynamic network objects that can appear in the network at random times. A variant of the implementation of the suboptimal distribution of time resources of the monitoring system between the tasks of detecting and evaluating random processes that appear in accordance with the laws of the Poisson flow is proposed

Speed improvement of the quantum factorization algorithm of P. Shor by upgrade its classical part

This report discusses Shor’s quantum factorization algorithm and ρ–Pollard’s factorization algorithm. Shor’s quantum factorization algorithm consists of classical and quantum parts. In the classical part, it is proposed to use Euclidean algorithm, to find the greatest common divisor (GCD), but now exist large number of modern algorithms for finding GCD. Results of calculations of 8 algorithms were considered, among which algorithm with lowest execution rate of task was identified, which allowed the quantum algorithm as whole to work faster, which in turn provides greater potential for practical application of Shor’s quantum algorithm. Standard quantum Shor’s algorithm was upgraded by replacing the binary algorithm with iterative shift algorithm, canceling random number generation operation, using additive chain algorithm for raising to power. Both Shor’s algorithms (standard and upgraded) are distinguished by their high performance, which proves much faster and insignificant increase in time in implementation of data processing. In addition, it was possible to modernize Shor’s quantum algorithm in such way that its efficiency turned out to be higher than standard algorithm because classical part received an improvement, which allows an increase in speed by 12%

Features of the Practical Implementation of the Method for Managing Observations of the State of Monitored Objects in Intrusion Detection Systems

This article discusses the possibility of generalizing the existing methods of optimization of observations to the problems of resource management of intrusion detection systems. The aim of this work is to study the applied aspects of the application of the surveillance optimization method, which increases the efficiency of using the resources of intrusion detection systems. The set goal of the work was achieved through the following tasks: (1) on the basis of experimental data, the development of a dynamic model of the controlled object and the observation model was carried out; and (2) numerical modeling of the solution to the problem of optimizing observations of the state of monitored objects in the intrusion detection system was carried out. As a result of this research, modern approaches to the management of resources of intrusion detection systems have been analyzed. A practical study of the possibility of using the mathematical apparatus for optimizing observations in relation to the problems of resource management of intrusion detection systems has been carried out. The most important scientific findings are as follows: (1) model of the dynamics of the controlled object; (2) model for monitoring the state of controlled objects; and (3) procedure for optimizing the plan for monitoring the state of monitored objects in intrusion detection systems. The significance of the results obtained is confirmed by a numerical experiment, within the framework of which a relative gain in the accuracy of assessing the state of controlled objects of 99.9% was obtained in comparison with a uniform observation plan