We consider the estimation of integrated covariance matrices of high dimensional diffusion processes by using high frequency data. We start by studying the most commonly used estimator, the realized covariance matrix (RCV). We show that in the high dimensional case when the dimension p and the observation frequency n grow in the same rate, the limiting empirical spectral distribution of RCV dep...

The Intelligent Vehicle Initiative (IVI) provides vehicle-based tools that could assist drivers in reacting both more rapidly and effectively to a range of external stimuli. Intelligent or adaptive cruise control systems (ICC or ACC), for example, attempt to assist drivers in better maintaining a safe headway under normal driving conditions. In addition, automatic braking systems may provide ad...

Cloud computing is advantageous for customers and service providers. However, it has specific security requirements that are not captured by traditional access control models, e.g., secure information sharing in dynamic and collaborative environments. Risk-based access control models try to overcome these limitations, but while there are well-known enforcement mechanisms for traditional access ...

In this paper we provide a framework that explains how the market risk premium, defined as the difference between forward prices and spot forecasts, depends on the risk preferences of market players and the interaction between buyers and sellers. In commodities markets this premium is an important indicator of the behavior of buyers and sellers and their views on the market spanning between sho...

This paper presents a structured approach for quantitative risk assessment and subsequent safety analysis of the General Atomics urban maglev system that is under development. This approach, broadly based upon industry standards such as U.S. Military Standard 882C, AREMA Communications & Signals Manual Section 17, and CENELEC Norm EN50129, is applicable to any safety-critical system, and has be...

The main aim of this paper is to stimulate questions about the future of adaptive management (AM) of natural resources, and more specifically about what approaches may be feasible which have not yet been explored well. The method will be to compare the histories, strengths and limitations of AM, control engineering and Bayesian analysis, which have superficial similarities, significant differen...

Control methods of the commercial prosthetic hands were categorized into three distinct generations by a previous work [1]; first generation used an on-off switch type control scheme for hand motor activation. Second generation hands have ability to adjust thresholds for motor activation, and proportional controllability of motor speed was provided in this generation. In the third generation, c...

objective(s) human papillomavirus (hpv) infections are related to the genesis of various benign lesions and some malignant tumors, but no clear relationship has been identified so far between the subtypes of hpv and skin tag. materials and methods the present case-control study was designed to detect the existence of low risk and high risk hpv types in lesions of 50 patients with skin tag (case...

We consider the problem of minimizing the overall cost of a supply chain, over a possibility long horizon, under demand uncertainly which is known only crudely. Under such circumstances, the method of choice is Robust Optimization, in particular the Affinely Adjustable Robust Counterpart (AARC) method which leads to tractable deterministic optimization problems. The latter is due to a recent re...

nurses are full partners with other health care professionals. until fairly recently the scope of nurses potential in entrepreneurship has not been widely recognized. the present study tries to evaluate entrepreneurship psychological characteristics among nurses. the survey instrument included scales measuring entrepreneurship psychological characteristics including locus of control, need for a...