Random Walks

In recent years, the increase in cyber threats has raised many concerns about security and privacy in the digital world. However, new attack methods are often limited to a few core techniques. Here, in order to detect new threat patterns, the authors use an attack graph structure to model unprecedented network traffic. This graph for the unknown attack is matched to a pre-known threat database, which contains attack graphs related to each known threat. The main challenge is to associate unknown traffics to a family of known threats. For this, the authors utilise random walks and pattern theorem. The authors utilise the pattern theorem and apply it to a set of proposed algorithms for detecting new generations of malicious traffics. Under the assumption of having a proper threat database, the authors argue that for each unknown threat, which belongs to a family of threats, it is possible to find at least one matching pattern with high matching rate and sensitivity.

Einkaufen-Gehen ist etwas, was allein in der Stadt wirklich geht. lm Dorf kann man nur Besorgungen machen, und in der Kleinstadt kann man darüber hinaus höchstens zum Einkaufen fahren. lch gehe Einkaufen meint im urbanen Kontext etwas anderes als Ich mache Besorgungen. Gehen und Kaufen sind beim Einkaufen-Gehen in dieselbe flache, in sich selbst ein wenig verschobene Gegenwart verfügt, und diese Gegenwart lässt kaum Ansatzpunkte für eine Zäsurierung des Gehens erkennbar werden, an denen man eine Kauf-Handlung von der Geh-Bewegung abtrennen könnte.

In this report, the importance of random walk in web mining perspective and web applications has been discussed. Various aspects of theory on graphs are surveyed. Relation between random walk and eigenvalue problems is shown. Application of random walk in various web related problems are stated, of which Page-ranking and Web-community identification have been discussed in detail.

This study addresses the question of whether the adaptive market hypothesis provides a better description of the behaviour of emerging stock market like India. We employed linear and nonlinear methods to evaluate the hypothesis empirically. The linear tests show a cyclical pattern in linear dependence suggesting that the Indian stock market switched between periods of efficiency and inefficiency. In contrast, the results from nonlinear tests reveal a strong evidence of nonlinearity in returns throughout the sample period with a sign of tapering magnitude of nonlinear dependence in the recent period. The findings suggest that Indian stock market is moving towards efficiency. The results provide additional insights on association between financial crises, foreign portfolio investments and inefficiency.

Efficiency of markets has been much debated and theory evolved from the efficient market hypothesis (EMH) in its three forms to the adaptive market hypothesis (AMH). We study the US technology sector, finding that stocks traded inefficiently during the financial crisis and rejecting the conventional all-or-nothing EMH in favour of the AMH. We also analyse Bitcoin, rejecting a move-to-efficiency as suggested by EMH literature and showing support for the AMH. Finally, we apply an original Double Runs Test to high-frequency Bitcoin prices to develop the notion of sticky efficiency and show that it exists in the Bitcoin market.

After a review of recent psychogeographical practice and publications, this talk addresses the challenges for contemporary psychogeography from a multiplicitous and invasive global Spectacle that has shifted beyond its former 'integrated' state. The talk proposes that psychogeography make its own shifts in relation to a shorter and more flexible situational-'dérive' (and away from the ideal of the 'permanent 'dérive''), embracing the principle of disturbance and the practice of encoding and re-encoding space. It also discusses the uses of fictional totalities in psychogeography, experiment, and the uses for the 'mess' of the situationist milieu.

We examine the proposition that the random walk without drift is more powerful in predicting exchange rates than the random walk with drift. It is demonstrated that there is no theoretical reason why the random walk without drift always outperforms the random walk with drift and that this is an empirical issue. The results show that while the random walk without drift can outperform the random walk with drift in terms of the RMSE, it fails to do so in terms of the ability to predict the direction of change, measures that take into account magnitude and direction, and in terms of profitability. If the drift factor is allowed to change over time by estimating the model in time-varying parameter terms, the random walk with drift performs even better.

This study explores the weak-form efficiency of the Philippine Stock Exchange (PSE) and its different sectoral markets using modern inference techniques with robust statistical properties. The research is motivated by the lack of consensus in the literature on the informational efficiency of the country’s stock market and the apparent scarcity of studies on the same issue using data covering the period of massive modernization of the exchange, geared toward transparent disclosures and integrity of transactions. The study may also be considered a fitting assessment of why the PSE is setting the pace over most stock exchanges in Asia in terms of growth levels across key stock market indicators, culminating in a highly successful year 2012 when it ranked ninth among the ten best-performing stock markets of the world. Evidence presented by the results of the study suggests the presence of overall informational efficiency in the Philippine Stock Exchange during the period under review.

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law assumptions to space-time fractional diffusion, (ii) the asymptotic universality of the Mittag-Leffler waiting time law in time-fractional processes, (iii) our method of parametric subordination for generating particle trajectories.

A fuzzy overlapping community is an important kind of overlapping community in which each node belongs to each community to different extents. It exists in many real networks but how to identify a fuzzy overlapping community is still a challenging task. In this work, the concept of local random walk and a new distance metric are introduced. Based on the new distance measurement, the dissimilarity index between each node of a network is calculated firstly. Then in order to keep the original node distance as much as possible, the network structure is mapped into low-dimensional space by the multidimensional scaling (MDS). Finally, the fuzzy c-means clustering is employed to find fuzzy communities in a network. The experimental results show that the proposed algorithm is effective and efficient to identify the fuzzy overlapping communities in both artificial networks and real- world networks.

Motivated by the mesmerizing qualities of three animated points in a computer microworld, this thesis explores the average triangular area determined three particles on a random walk on Z 2. Intermediate steps include the study of distance between two walking points in one and two dimensions, and the average area of three random points on Z 2. The distance functions are shown to grow on the order n , while area appears to grow linearly. Relationships between the distance results and area investigation are explored while some curious contradictions between an unbounded and bounded region arise in data collected through modeling the situations. Numerous questions for further study are presented.

En el contexto académico que nos proporciona el Máster de Gestión y Producción artística de la Universidad de Murcia –y en particular la asignatura Estéticas Migratorias en el Arte Contemporáneo impartida por la Dra. Aurora Alcaide Ramírez- en el curso 2012/2013 tuvo lugar una conferencia homónima a este artículo. A lo largo de dicha charla se intentaron vincular dos tipos distintos de desplazamientos, el físico y el virtual, con el fin de estudiar cómo el arte ha abordado los recorridos virtuales como estrategia procesual o tema de reflexión en su praxis. Con tales objetivos, se comenzó el hilo discursivo de la conferencia con una breve introducción acerca de los orígenes del hipertexto y la Red. Una vez establecido el contexto mediático, se expusieron, en un trabajo de asociación de conceptos, las características fundamentales tanto de los paseos físicos como de los desplazamientos online, haciendo un especial hincapié en la función que desarrolla el cuerpo en ambas prácticas. Finalmente, tras una imprescindible vinculación de estas nociones con la producción artística, nos centramos en cómo la práctica del Net.art ha estado explotando las posibilidades de la arquitectura hipertextual tanto antes como después de la aparición de la Web 2.0, ejemplificando, todo ello, a través de obras paradigmáticas.

Estimating characteristics of large graphs via sampling is a vital part of the study of complex networks. Current sampling methods such as (independent) random vertex and random walks are useful but have drawbacks. Random vertex sampling may require too many resources (time, bandwidth, or money). Random walks, which normally require fewer resources per sample, can suffer from large estimation errors in the presence of disconnected or loosely connected graphs. In this work we propose a new m-dimensional random walk that uses m dependent random walkers. We show that the proposed sampling method, which we call Frontier sampling, exhibits all of the nice sampling properties of a regular random walk. At the same time, our simulations over large real world graphs show that, in the presence of disconnected or loosely connected components, Frontier sampling exhibits lower estimation errors than regular random walks. We also show that Frontier sampling is more suitable than random vertex sampling to sample the tail of the degree distribution of the graph.

Ever wonder what it would be like to hike 2,174 miles from Georgia to Maine along the world’s longest continuously marked footpath? Join “Marathon” as he provides a humorous autobiographical account of a “real” walk in the woods. Anyone who enjoys travel or adventure will love Marathon’s story. This book is required reading for any outdoor enthusiast and will certainly assist anyone wanting to plan an Appalachian Trail (AT) section or thru-hike. Live vicariously through this entertaining account, which includes over 350 accompanying pictures. This book is the culmination of 34 articles that were written for the author’s hometown newspaper as he thru-hiked the entire AT. All articles were written while still on the trail. Appendices also include the author’s daily mileage and location log, his thru-hike equipment list, a suggested AT readings list, and a comprehensive collection of reflective thoughts and suggestions by another AT thru-hiker, “Bonespur.”

In this paper gaze shifts are considered as a realization of a stochastic process with non-local transition probabilities in a saliency ÿeld that represents a landscape upon which a constrained random walk is performed. The search is driven by a Langevin equation whose random term is generated by a Levy distribution, and by a Metropolis algorithm. Results of the simulations are compared with experimental data, and a notion of complexity is introduced to quantify the behavior of the system in di erent conditions.

In online Recommender Systems, people tend to consume and rate items that are not necessarily similar to one another. This phenomenon is a direct consequence of the fact that human taste is influenced by many factors that cannot be captured by pure Content-based or Collaborative Filtering approaches. For this reason, a desirable property of Recommender Systems would be to identify correlations between seemingly different items that might be of interest to a particular user. This course of action is expected to improve the novelty and the diversity of the recommendations and therefore increase user satisfaction. In this paper, we address this problem by proposing a socially-aware personalized item clustering recommendation algorithm. We are trying to locate patterns between the items that a user has evaluated by grouping them into different clusters according to the rating behavior of the members of his Personal Network, which includes the individuals in his direct social network and those other persons that the user exhibits a similar item evaluation behavior. Once the clustering phase has been completed, we use each cluster's members as seed items in order to construct an item consumption network. Then, by performing a random walk on the aforementioned network, we are able to produce recommendations that are accurate and at the same time novel and diverse. Preliminary results reveal the potential of this idea.

Peer-to-peer approaches to anonymous communication promise to eliminate the scalability concerns and central vulnerability points of current networks such as Tor. However, the P2P setting introduces many new opportunities for attack, and previous designs do not provide an adequate level of anonymity. We propose ShadowWalker: a new low-latency P2P anonymous communication system, based on a random walk over a redundant structured topology. We base our design on shadows that redundantly check and certify neighbor information; these certifications enable nodes to perform random walks over the structured topology while avoiding route capture and other attacks.

"It is demonstrated that the conventional monetary model of exchange rates can (irrespective of the specification, estimation method or the forecasting horizon) outperform the random walk in out-of-sample forecasting if forecasting power is measured by direction accuracy and profitability. Claims of outperforming the random walk in terms of the root mean square error are false because they are typically based on the introduction of dynamics,
hence a random walk component, commonly without testing for the statistical significance of the difference between root mean square errors. And even if proper hypothesis testing reveals that a dynamic model outperforms the random walk, this amounts to beating the random walk by a random walk with the help of some explanatory variables. The failure of conventional macroeconomic models to outperform the random walk in terms of the root mean square error should be expected rather than considered to be a puzzle. "

— La région des Trois-Lacs, à l'ouest du plateau suisse, est très bien documentée pour la période comprise entre 3850 et 3350 av. J.-C. environ. Deux cultures archéologiques différentes de part et d'autre du Jura sont avérées. Elles sont mêlées dans le site de Concise fouillé entre 1996 et 2000. Les variations des styles céramiques y semblent liées à des mouvements de populations. Nous avons cherché à modéliser la dynamique de ces mouvements à l'aide d'un graphe et sur la base d'hypothèses ethno-archéologiques. Notre stratégie visait, d'une part, à rendre compte de la diffusion de ces cultures par une marche aléatoire (destinée à restituer la notion de diffusion technologique par le mariage) et, d'autre part, à qualifier chaque site avec des indicateurs topologiques. Au final, nous avons confronté les résultats archéologiques avec ceux du modèle. Cette approche nous permet de proposer des pistes de réflexions quant aux types de relations entretenues entre communautés. Graphes • Marche aléatoire • Modélisation spatiale • Néolithique moyen • Peuplement • Plateau suisse • Styles céramiques • Topologie Abstract.— Spatial modeling of the settlement process of the Swiss Plateau during the Middle Neolithic.— The region of Three Lakes, to the west of the Swiss Plateau, is highly documented for the period between roughly 3850 and 3350 before J.-C. It appears that two different archeological cultures existed on either side of the Jura. Both figured at the Concise site, excavated between 1996 and 2000. Variations in pottery styles seem to be linked to population movements. We sought to model the dynamics of these movements with a graph and on the basis of ethno-archaeological hypotheses. Our strategy was to first account for the spread of these cultures through the random walk of individuals (in an attempt to restore the concept of technology diffusion through marriage) and, secondly, to characterize each site with topological indicators. Finally, we compared the archaeological results with those of the model. This approach allows us to suggest ways of approaching the types of relations maintained between communities. Ceramic Styles • Graphs • Middle Neolithic • Random Walk • Settlement • Spatial Modeling • Swiss Plateau • Topology Resumen.— Modelización espacial de la dinámica de poblamiento de la meseta suiza en el Neolítico medio.— La región de los Tres-Lagos, al oeste de la meseta suiza, esta muy documentada para el periodo aproximadamente entre 3850 y 3350 a.J.-C. Dos culturas arqueológicas distintas existen de lado y otro del Jura, pero se han mezclado en el sitio Concise, excavado entre 1996 y 2000. Las variaciones de los estilos cerámicos parecen ligadas a movimientos poblacionales. Hemos tratado una modelización de estos movimientos con la ayuda de un grafo y con la base de hipótesis etno-arqueológicas. Nuestra estrategia trataba de abarcar, de un lado, la difusión de estas culturas usando de un itinerario aleatorio (con el fin de restituir la noción de difusión tecnológica a través del matrimonio) y, de otro lado, calificando cada sitio con indicadores topológicos. Al final, se han confrontado los resultados arqueológicos con los del modelo. Este acercamiento permite proponer direcciones de reflexiones sobre los tipos de relaciones llevadas entre comunidades. Estilos cerámicos • Grafos • Itinerario aleatorio • Meseta suiza • Modelización espacial • Neolítico medio • Poblamiento • Topología

This paper investigates whether the inherent non-stationarity of macroeconomic time series is entirely due to a random walk or also to non-linear components. Applying the numerical tools of the analysis of dynamical systems to long time series for the US, we reject the hypothesis that these series are generated solely by a linear stochastic process. Contrary to the Real Business Cycle theory that attributes the irregular behavior of the system to exogenous random factors, we maintain that the ‡uctuations in the time series we examined cannot be explained only by means of external shocks plugged into linear autoregressive models. A dynamical and non-linear explanation may be useful for the double aim of describing and forecasting more accurately the evolution of the system.

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning..

Considering that there is very little information on the behavior habits of guigna cats, as well as investigations in which small populations are captured to place radiocollars on them and then release them in the place where they were captured, which is done with the intention of collecting data on their positions in a territory and thus make estimates of the mean distances they usually travel. Under the hypothesis that guignas maintain a sedentary behavior in a specific area of a given territory, this paper shows one way to simulate a distribution of points in a territory using random walkers to emulate the distribution of the data that would be obtained by placing radiocollars in a population of guignas, with which it is possible to make estimates of the mean distances that move away from a certain fixed position, and the interactions they can have with points in the territory that represent a high probability of lethality, such as farms, packs of dogs, roads, urban areas, etc. It is necessary to mention that by estimating the possible interactions that a guignas population may have with possible predators in a territory with the help of a satellite image, it is possible to evaluate the points of a territory that represent a potentially lethal risk for the guignas, and thus generate relocation strategies that help preserve them.

Rainforests are legendary because their extreme species richness. In the richest rain forests every second tree on a hectare is a different species. As a consequence, most species are rare. Using field data from studies in different parts of the world, we show that species-rich plots often display a distribution of number of species N lJ (I) represented by I individuals with a power-law shape NlJ(I) ex r-{3 with f3~1.5. Power laws are characteristic (but not exclusive) of systems poised close to critical points and this is supported by the analysis of the gap distribution over space in the Barro Colorado Island forest, which has been shown to be fractal. Here we propose a new model of rainforest dynamics which is able to account for a wide set of observations, strongly suggesting that indeed rainforests would be organized close to instability points, showing strongly path-dependent dynamics.

Öz Küreselleşme ile birlikte finansal etkinlik teorisi de önemi artan bir konu haline gelmiştir. Bu durumun en önemli nedenlerinden biri hisse senedinden elde edilen getirilerin piyasadaki mevcut tüm bilgiyi tamamen yansıttığına inanılmasıdır. Zayıf etkinlik varsayımları altındaki piyasada geçmiş fiyat performansının tümü var olan fiyatlara yansımış olup geçmiş fiyat performansı kullanılarak normalden fazla getiri elde edilemez. Çalışmada Borsa İstanbul için zayıf formda piyasa etkinliği banka indeksi ve seçilmiş banka hisseleri ile test edilmiştir. Ampriki analiz boyunca rassal yürüyüş hipotezi göz önünde bulundurulmuştur. Çıkan sonuçlara göre seçilen seriler seviyede birim köke sahip olup rassal yürüyüş modelinin varlığı kanıtlanmıştır. Anahtar Kelimeler: Borsa Istanbul, Rassal Yürüyüş, Bankacılık Sektörü. Abstract Bye the globalization, the theory of financial efficiency has become an important issue among market actors. The most important reason of this situation is to be believed that Markets which returns of share are reflected all information. Under the weak-form efficiency assumptions all past price were reflected with current price and it isn't acquiring upon the normal return to use with past price activity in markets. In this paper, weak form efficiency was tested for Borsa Istanbul by using Bankıng Index and selected bankıng shares. During the empirical analysis, random walk hypothesis was considered. According to findings, selected time series have a unit root at level which means existence of random walk theory was proven. Giriş Ekonomi ile finansal piyasalar etkileşimi, bir çok araştırmacı ve akademisyenin üzerinde önemli durduğu bir konudur. Özellikle küreselleşmenin de etkisiyle gelişen menkul kıymetler borsaları, hisse senetlerinin gelecekte ulaşacakları fiyatların tahmin edilip edilemeyeceği sorusunu da beraberinde getirmiştir. Özellikle gelişmekte olan ülkelere akan sermaye hareketlerindeki keskin artışlar, bu ülke piyasalarının etkinliği konusundaki tartışmaları da beraberinde getirmiştir. Borsa İstanbul istatistiklerine göre yabancı payının % 64 oranında olması, gelişen ülkele borsalarına kanalize olan yabancı sermayenin önemli bir göstergesidir. Ekonomi literatüründe Samuelson (1965) 'a kadar sermaye piyasalarında mevcut fiyat hareketleri ile ilgili herhangi bir teori geliştirilmemiştir. Fama'nın 1970 yılında ortaya attığı etkin piyasa hipotezi, bilinen tüm bilgiler ile ilave gelir elde edemeyeceğimizi iddia etmektedir. Bu durumun geçerli olduğu hisse senedi piyasalarına sermayenin yönelmesi, gelişmekte olan ülkelerde etkin piyasalar hipotezini sorgulatır hale getirmiştir. Özellikle de finansal piyasaların önemli aktörlerinden olan yatırımcıların bilgisel etkinliğe önem vermeleri, bilginin ve riskin taraflar arasında farklı seviyede olduğuna inanmaları etkin piyasa hipotezinin önemini daha da arttırmıştır. Çalışmada öncelikli olarak konuyla ilgili yapılan yerli ve yabancı literatür araştırmasına yer verilecektir. Daha sonra zayıf formda piyasa etkinliği, Borsa İstanbul XBN10 endeksi ve seçilmiş 8 farklı banka hisse senedi kullanılarak rassal (tesadüfi) yürüyüş hiptezi çerçevesinde test edilecektir.

In this article, we propose a distributed scheme to compute distance-based clusters. We first present a mechanism based on the  flow of distributed tokens called walkers, circulating randomly between a source and a sink to compute a shortest path. This mechanism is a discrete emulation of the slime mould (Physarum polycephalum) dynamics presented in [16]: each node observes the flow of walkers going through each adjacent edge and uses this flow to compute the probabilities with which it sends the walkers through each edge. Then, based on this mechanism, we show how several sources compute a shortest path DAG to a given sink. Finally, given some clusterheads acting like sinks, we prove that this process converges to  distance-based clusters (i.e. nodes join the clusterhead to which they are closest) with shortest-path DAGs. The algorithm is designed with a special focus on dynamic networks: the
ow locally adapts to the appearance and disappearance of links and nodes, including clusterheads.

La collection Les Cahiers du GERAD est constituée des travaux de recherche menés par nos membres. La plupart de ces documents de travail aété soumisà des revues avec comité de révision. Lorsqu'un document est accepté et publié, le pdf original est retiré si c'est nécessaire et un lien vers l'article publié est ajouté.

We show how effectively the diffusive capture processes (DCP) on complex networks can be applied to information search in the networks. Numerical simulations show that our method generates only 2% of traffic compared with the most popular flooding-based query-packet-forwarding (FB) algorithm. We find that the average searching time, T , of the our model is more scalable than another well known n-random walker model and comparable to the FB algorithm both on real Gnutella network and scale-free networks with γ = 2.4. We also discuss the possible relationship between T and k 2 , the second moment of the degree distribution of the networks.

As increasingly large volumes of sophisticated options are traded in world financial markets, determining a "fair" price for these options has become an important and difficult computational problem. Many valuation codes use the binomial pricing model, in which the stock price is driven by a random walk. In this model, the value of an n-period option on a stock is the expected time-discounted value of the future cash flow on an n-period stock price path. Path-dependent options are particularly difficult to value since the future cash flow depends on the entire stock price path rather than on just the final stock price. Currently such options are approximately priced by Monte Carlo methods with error bounds that hold only with high probability and which are reduced by increasing the number of simulation runs.

We describe a system for robustly estimating synthetic depth maps in unconstrained images and videos, for semi-automatic conversion into stereoscopic 3D. Currently, this process is automatic or done manually by rotoscopers. Automatic is the least labor intensive, but makes user intervention or error correction difficult. Manual is the most accurate, but time consuming and costly. Noting the merits of both, a semi-automatic method blends them together, allowing for faster and accurate conversion.

In this paper, we compare the topological structure of lexical networks with a method based on random walks. Instead of characterising pairs of vertices according only to whether they are connected or not, we measure their structural proximity by evaluating the relative probability of reaching one vertex from the other via a short random walk. This proximity between vertices is the basis on which we can compare the topological structure of lexical networks be-cause it outlines the similar dense zones of the graphs.

This study addresses the question of whether the adaptive market hypothesis provides a better description of the behaviour of emerging stock market like India. We employed linear and nonlinear methods to evaluate the hypothesis empirically. The linear tests show a cyclical pattern in linear dependence suggesting that the Indian stock market switched between periods of efficiency and inefficiency. In contrast, the results from nonlinear tests reveal a strong evidence of nonlinearity in returns throughout the sample period with a sign of tapering magnitude of nonlinear dependence in the recent period. The findings suggest that Indian stock market is moving towards efficiency. The results provide additional insights on association between financial crises, foreign portfolio investments and inefficiency.

Coordination and cooperation are among the most important issues of game theory. Recently, the attention turned to game theory on graphs and social networks. Encouraged by interesting results obtained in quantum evolutionary game analysis, we study cooperative Parrondo's games in a quantum setup. The game is modeled using multidimensional quantum random walks with biased coins. We use the GHZ and W entangled states as the initial state of the coins. Our analysis shows than an apparent paradox in cooperative quantum games and some interesting phenomena can be observed.

In a recent paper Pittet and Saloff-Coste established the lower bound p 2n ðe; eÞXc expðÀCn 1=3 Þ; n ¼ 1; 2;. .. for the large times asymptotic behaviours of the probabilities p 2n ðe; eÞ of return to the origin at even times 2n; for random walks associated with finite symmetric generating sets of solvable groups of finite Pru¨fer rank and asked if a similar lower bound is available in the case of the semi-direct product SolðQ p Þ ¼ Q 2 p rQ à p : In this paper, we give an answer to this problem.