Variable Annuities and embedded options: some remarks in a fuzzy logic framework

Variable annuities are investment products offered by Insurance Companies. They allow investors to place assets in mutual funds under the umbrella of a tax-deferred account. The account value of variable annuities fluctuates based on the performance of the selected mutual funds and therefore some risks are involved. Recently there has been a growing interest in using fuzzy numbers to deal with financial uncertainty.

Data driven analysis of functional brain networks in fMRI for schizophrenia investigation

The purpose of this article is to present a methodology to identify the sources of activity in brain networks from functional magnetic resonance imaging (fMRI) data using the multiset canonical correlation analysis algorithm. The aim is to lay the foundations for a screening marker to be used as indicator of mental diseases. Group analysis blind source separation methods have proved reliable to extract the latent sources underlying the brain activities but currently there is no recognized biomarker for mental disorders.

Forensic disk image indexing and search in an HPC environment

We describe a solution for fast indexing and searching within large heterogeneous data sets whose main purpose is to support investigators that need to analyze forensic disk images originated by seizures or created from bodies of evidence. Our approach is based on a combination of techniques aimed at improving efficiency and reliability of the indexing process.We do not rely on existing frameworks like Hadoop but borrow concepts from different contexts including High Performance Computing and Database management.

How can macroscopic models reveal self-organization in traffic flow?

In this paper we propose a new modeling tech- nique for vehicular traffic flow, designed for capturing at a macroscopic level some effects, due to the microscopic granularity of the flow of cars, which would be lost with a purely continuous approach. The starting point is a multiscale method for pedestrian modeling, recently introduced in [1], in which measure-theoretic tools are used to manage the microscopic and the macroscopic scales under a unique framework.

Peer-Assisted VoD Systems: An Efficient Modeling Framework

We analyze a peer-assisted Video-on-Demand (VoD) system in which users contribute their upload bandwidth to the redistribution of a video that they are downloading or that they have cached locally. Our target is to characterize the additional bandwidth that servers must supply to immediately satisfy all requests to watch a given video. We develop an approximate fluid model to compute the required server bandwidth in the sequential delivery case, as well as in controlled nonsequential swarms.