the main purpose of this study, is surveying the factors that affect price impact of block trades in the stock market. for this reason, the sample consisted of 525 block trades have been selected randomly of accepted companies in tehran stock exchange, that have block trade during the period 1390 to 1392. in this paper, total, temporary and permanent price impact is used as dependent variables,...

In an earlier paper Rakonczai et al. (2014), we have emphasized the effective sample size for autocorrelated data. The simulations were based on the block bootstrap methodology. However, the discreteness of the usual block size did not allow for exact calculations. In this paper we propose a generalisation of the block bootstrap methodology, relate it to the existing optimisation procedures and...

Performance of cryptosystems is a very important process in measuring the performance of Cryptosystems. Communication is the basic process of exchanging information. The effectiveness of computer communication is mainly based on the security aspects. Security of information transmitted over the network is becoming tougher in spite of the availability of many cryptographic algorithms. This paper...

The DES has reached the end of its lifetime due to its too short key length and block length (56 and 64 bits respectively). As we are awaiting the new AES, triple (and double) encryption are the common solution. However, several authors have shown that these multiple modes are much less secure than anticipated. The general belief is that these schemes should not be used, as they are not resista...

A fast block matching algorithm in the feature domain was proposed by Fok and Au which achieves a computation reduction factor of N/2 with search block size of N×N. This paper presents an improved fast block matching algorithm in the integral projections feature domain. This algorithm is based on the fast block matching algorithm in the feature domain and a new motion field sub-sampling scheme....

In this paper, we analyzed an extreme case of lightweight block cipher design in terms of security and efficiency. To do this, we proposed ELiF block cipher family which has one of the smallest hardware area in a fully serial design. We also defined ELiF to be flexible and scalable so that it can be implemented for real life applications with different scenarios such as fixed key implementation...

The 128-bit block cipher TWIS was proposed by Ojha et al in 2009. It is a lightweight block cipher and its design is inspired from CLEFIA. In this paper, we first study the properties of TWIS structure, and as an extension we also considered the generalized TWIS-type structure which can be called G-TWIS cipher, where the block size and round number can be arbitrary values. Then we present a ser...

We study the performance of Bacon-Shor codes, quantum subsystem codes which are well suited for applications to fault-tolerant quantum memory because the error syndrome can be extracted by performing two-qubit measurements. Assuming independent noise, we find the optimal block size in terms of the bit-flip error probability pX and the phase error probability pZ , and determine how the probabili...

The security of any cryptography algorithm depends upon its key length and block size, by increasing the key length we actually enhance the security of the data being encrypted by a particular algorithm. Depending upon the requirements and confidentiality of the data we use the various cryptography algorithms available till now that may include DES .AES which is a successor of DES having 128-bi...

The H.264 standard allows each macroblock to have up to sixteen motion vectors, four reference frames, and a macroblock mode. Exploiting this feature, we present an efficient temporal error concealment algorithm for H.264-coded video. The proposed method turns out to show good performance compared with conventional approaches. key words: temporal error concealment, boundary matching algorithm (...