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Attribute Authentication on Android Platform
Strakoš, Jan ; Ricci, Sara (referee) ; Malina, Lukáš (advisor)
This master’s thesis focuses on implementation of ABC (Anonymous attribute-based credential) pilot system on the Android platform. The support for attribute authentication on the Android platform is very weak in terms of the number of implementations and needs a special attention. The theoretical part of the thesis describes the cryptographic support on the Android platform, the use of the Android Native Development Kit (NDK) and the Host-Card Emulation (HCE) service. The theoretical part of the thesis also includes a description of attribute authentication schemes, including a pilot RKVAC system. The practical part describes the implementation of the RKVAC system on the Android platform along with the implementation of a custom cryptographic kernel based on the native MCL cryptographic library. The practical part of this thesis describes implementation proces of RKVAC system on Android plaform, that uses native cryptographic library MCL. The final part shows the results of time, memory and computation difficulty of developed applications.
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Anomaly detection by neural networks
Strakoš, Jan ; Sikora, Marek (referee) ; Blažek, Petr (advisor)
This bachelor thesis is focused on anomaly detection represented as computer network attacks by neural network. One of the most common groups of attacks is Distributed Denial of Service (DDoS) attacks, which the system based on neural network should identificate. In the theoretical part of this thesis are described legitimate, non-standard and illegitimate traffic. Another part of this chapter described DDoS attacks, options of their detection, neural networks principle and their use. Practical part describe choosed communication parameters, specifying the threshold intervals of legitimate traffic, constructing a neural network which use of these parameters and threshold intervals, implementation of neural network into the system and presenting results.
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Calculating Historical Volatility of FX-Options
Hudec, Patrik ; Strakoš, Jan (advisor) ; Hurt, Jan (referee)
The goal of this master thesis is to set up a model for the count of historical FX options volatility based on numeric simulation of the financial process called dynamic delta hedging in view of delta-neutral portfolio. For empirical calculations there are used high frequency data of the monetary pair EUR/CZK in years 2001-2006 and the Garman-Kohlhagen modification of the Black-Scholes formula for the assessment of monetary option contracts. The whole model is processed by assignment in the Mathematica system. Analytical part deals with the optimization and behaviour of the programmed iteration process on real data, it treats closely its input parameters and points possible difficulties. In the conclusion engaged in the analysis of results there are so acquired volatilities compared with the real, market quoted values.
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Attribute Authentication on Android Platform
Strakoš, Jan ; Ricci, Sara (referee) ; Malina, Lukáš (advisor)
This master’s thesis focuses on implementation of ABC (Anonymous attribute-based credential) pilot system on the Android platform. The support for attribute authentication on the Android platform is very weak in terms of the number of implementations and needs a special attention. The theoretical part of the thesis describes the cryptographic support on the Android platform, the use of the Android Native Development Kit (NDK) and the Host-Card Emulation (HCE) service. The theoretical part of the thesis also includes a description of attribute authentication schemes, including a pilot RKVAC system. The practical part describes the implementation of the RKVAC system on the Android platform along with the implementation of a custom cryptographic kernel based on the native MCL cryptographic library. The practical part of this thesis describes implementation proces of RKVAC system on Android plaform, that uses native cryptographic library MCL. The final part shows the results of time, memory and computation difficulty of developed applications.
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|
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Anomaly detection by neural networks
Strakoš, Jan ; Sikora, Marek (referee) ; Blažek, Petr (advisor)
This bachelor thesis is focused on anomaly detection represented as computer network attacks by neural network. One of the most common groups of attacks is Distributed Denial of Service (DDoS) attacks, which the system based on neural network should identificate. In the theoretical part of this thesis are described legitimate, non-standard and illegitimate traffic. Another part of this chapter described DDoS attacks, options of their detection, neural networks principle and their use. Practical part describe choosed communication parameters, specifying the threshold intervals of legitimate traffic, constructing a neural network which use of these parameters and threshold intervals, implementation of neural network into the system and presenting results.
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|
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Calculating Historical Volatility of FX-Options
Hudec, Patrik ; Strakoš, Jan (advisor) ; Hurt, Jan (referee)
The goal of this master thesis is to set up a model for the count of historical FX options volatility based on numeric simulation of the financial process called dynamic delta hedging in view of delta-neutral portfolio. For empirical calculations there are used high frequency data of the monetary pair EUR/CZK in years 2001-2006 and the Garman-Kohlhagen modification of the Black-Scholes formula for the assessment of monetary option contracts. The whole model is processed by assignment in the Mathematica system. Analytical part deals with the optimization and behaviour of the programmed iteration process on real data, it treats closely its input parameters and points possible difficulties. In the conclusion engaged in the analysis of results there are so acquired volatilities compared with the real, market quoted values.
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