Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 90 for “"Multi-factor"”.
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Vulnerabililty Analysis of Multi-Factor Authentication Protocols
… analyzed in this thesis differ in their usage of factors (smart cards, memory drives, etc.) or their method of communication (encryption, nonces, timestamps, etc.). Their similarity lies in their use of computationally intensivemodular exponentiation as amediumof authentication. It is concluded …
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Modeling Multi-factor Binding of the Genome
<p>Hundreds of different factors adorn the eukaryotic genome, binding to it in large number. These DNA binding factors (DBFs) include nucleosomes, transcription factors (TFs), and other proteins and protein complexes, such as the origin recognition complex (ORC). DBFs compete with one another for …
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Hardware and User Profiling for Multi-factor Authentication
… tokens such as smart cards. The resulting multifactor authentication is typically stronger than any of the techniques used individually. However, it may still be expensive or prohibited to implement and more dificult to deploy due to additional accessories cost, e.g, finger print reader. …
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South Africa's debt sustainability: A multi-factor approach
… has a high degree of monetary sovereignty due to factors including its flexible exchange rate, independent and credible central bank, high level of financial development and private wealth and limited liquidity risk. However, the scope for increasing debt is not unlimited, the risks associated …
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MULTI-FACTOR ANALYSIS OF HYDRO-MORPHOLOGICAL DYNAMICS IN THE PAJARO RIVER LAGOON
This study presents a multi-factor analysis of hydro-morphological dynamics in the Pajaro River Lagoon over a 40-year period (1984-2024). Utilizing the Inlet Tracker program, images from Landsat and Sentinel-2 datasets were processed to determine inlet states and quantify channel migration …
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Multi-Factor Dynamic Modelling and Forecasting of Interest Rates and Equity Markets
… of 2007-2009. In that regard, several existing multi-factor continuous-time models are extended to four and five factors to assess the benefit of richer models. The Gaussian estimation methods for dynamic Continuous-Time models yield insightful comparative results concerning the two different …
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Multi-factor behavioral authentication based on webpage platform using combined data sources
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2024-12-01
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Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models
… 1974). This is certainly true for a majority of multi-factor affine term structure models. Practitioners often recover different parameter optimisations depending on the initial parameters. If these parameters result in different option prices, the implications would be severe. This paper …
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A multi-factor model for evaluating manufacturing defect opportunities in six sigma analysis
… inflate their six sigma capability. Here, a new multi-factor model is developed for calculating the Defect Per Million Opportunities (DPMO). The proposed DPMO equation undergoes a rationalized transition from the normal formulation based on the following factors: (i) defect severity, (ii) …
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Bias-Free Joint Simulation of Multi-Factor Short Rate Models and Discount Factor
This dissertation explores the use of single- and multi-factor Gaussian short rate models for the valuation of interest rate sensitive European options. Specifically, the focus is on deriving the joint distribution of the short rate and the discount factor, so that an exact and unbiased simulation …
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Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets
… is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the probabilistic assumptions imposed (directly or indirectly) on the particular data used. By thoroughly testing the assumptions underlying these models, several departures are found and …
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An effective optimisation method for multifactor and reliability-related structural design problems
… structural designs. The procedure employs a multi-objective and multi-disciplinary (MO–MD) optimisation method (multifactor optimisation of structure techniques, MOST) which is coupled with finite element analysis (FEA) as an analysis tool for seeking the optimum design. The effectiveness of …
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Drought on the North American high plains: modeling effects of vegetation, temperature and rainfall perturbations on regional hydrology
… the individual importance of each of these factors and the feedbacks between them. The model was constructed using ParFlow-CLM, which represents surface and subsurface processes in detail with physically based equations. Numerical experiments were run to perturb vegetation, precipitation and …
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Essays on Performance Evaluation of Portfolio Managers of Mutual and Hedge Funds
… essay proposes a set of indirect measures of multi-factor timing and compares their efficacy with the classic Henriksson and Merton (1981) measure. In simulations, I show that indirect measures can better capture the intensity of multi-factor timing activities than the Henriksson-Merton …
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Hedging performance of interest-rate models
… models, namely the Hull and White (1990) one-factor model and the subsequent Hull and White (1994) two-factor extension. This is achieved by using the equivalent Gaussian additive-factor models (G1++ and G2++) outlined by Brigo and Mercurio (2007). The hedges are constructed using different …
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Active portfolio management adapted for the emerging markets
… - value and growth strategy, Fama- French multi-factor strategy, residual earning strategy, and momentum strategy - in 14 emerging countries. The results from alpha testing for fundamental strategies showed a positive correlation between the alpha return and the multi-factor used in size …
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The existence and behaviour of style anomalies in the global equity market : a univariate and multivariate analysis
… for market risk. Following this, a multivariate analysis is conducted and a forward stepwise procedure is used to construct a multi-factor model. According to the results of this study, style anomalies exist and have a statistically significant reward at a firm level on a global …
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One Time Password Scheme Via Secret Sharing Techniques
… are seeking to improve security by implementing multi-factor authentication, i.e. authentication requiring more than one independent mechanism to prove one's identity. One-time passwords in the form of hardware tokens in combination with conventional passwords have emerged as the predominant …
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The cost of using misspecified models to exercise and hedge American options on coupon bearing bonds
… investigates the cost of using single-factor models to exercise and hedge American options on South African coupon bearing bonds, when the simulated market term structure is driven by a two-factor model. Even if the single factor models are re-calibrated on a daily basis to the term …
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Evolution of US air cargo productivity
… and a discussion about the major international factors affecting global air cargo. A deeper analysis of the US air cargo industry follows these background discussions, emphasizing the growth of all-cargo carrier traffic in the past 30 years while noting the decline of combination carrier traffic …
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