[pt] Esse trabalho procura verificar como se comportaram os fundos de Previdência Renda Fixa no Brasil, no período de 2003 a 2014. A amostra utilizada nesta pesquisa corresponde a 382 fundos, que representam aproximadamente 99 por cento do total de recursos investidos em fundos de previdência de renda fixa. O intuito da pesquisa foi (i) analisar o comportamento dos fundos da categoria e observar se possuem capacidade satisfatória de desempenho, (ii) ampliar tal análise para um grupo segregado de fundos selecionados pela característica de isenção de cobrança de taxas, nomeados como Fundos Master, (iii) avaliar se existe diferença de gestão entre gestores nacionais e estrangeiros e, (iv) investigar a possibilidade de criação de um índice benchmark para o setor, com o intuito de facilitar a avaliação por parte do investidor ao longo do investimento. Os resultados indicaram, através do estudo do Índice de Sharpe Histórico, que os fundos de Previdência Renda Fixa, no período analisado, não conseguiram atingir um resultado satisfatório. Entretanto, o grupo de Fundos Master conseguiu uma performance superior aos da categoria, obtendo também um excesso de retorno com significância estatística de 5 por cento. Em relação ao comparativo entre gestores nacionais e estrangeiros, não se pode afirmar que existe diferença significativa entre eles. Os resultados ainda concluíram que o coeficiente relativo ao CDI é extremamente relevante, demonstrando o seu uso como único benchmark. / [en] This dissertation analyses the performance of the Brazilian Fixed Income Pension funds, from 2003 to 2014. The sample used in this study corresponds to 382 funds, representing approximately 99 percent of total assets in fixed income pension funds industry. The aim of the study was (i) to analyze the behavior of such category of funds and observe if they have satisfactory performance capacity, (ii) extend this analysis to a segregated group of selected funds by the characteristic of charging fees exemption, named Master Funds (iii) assess whether there are differences in management between brazilian and foreign managers, and (iv) investigate the possibility of creating a benchmark index for the sector in order to facilitate the assessment by the investor during the investment decision. The results indicated, considering Historical Sharpe ratio, that the Fixed Income Pension funds failed to achieve a satisfactory result. However, the Master Fund group achieved a superior performance to the category, also getting an excess return with statistical significance of 5 percent. Regarding the comparison between domestic and foreign managers, we cannot say that there is significant difference between them. The results also found that the relative ratio to CDI is highly relevant, demonstrating its use as a unique benchmark.

<p>This thesis presents an in-depth investigation into the opportunities of optimizing the performance (throughput) of fuzzing on Java Virtual Machine (JVM)-based languages. The study identifies five main areas for potential optimization, each of which contributes to the performance bottlenecks in the existing state-of-the-art Java fuzzer, Jazzer.</p> <p><br></p> <p>Firstly, the use of coverage probes is recognized as costly due to the native method call, including call frame generation and destruction, while it only performs a simple byte increment. Secondly, the probes may become exhausted, which subsequently cease to generate signals for new interesting inputs, while the associated costs persist. Thirdly, the scanning of the coverage map is expensive, particularly for targets with a large loaded bytecode. Given that test inputs can only execute a portion of these, the probes for most bytecodes are scanned repeatedly without generating any signals, indicating a need for a more structured coverage map design to skip the code probes effectively. Lastly, exception handling in JVM is costly as it automatically fills in the stack trace whenever an exception object is created, even when most targets don't utilize this information. </p> <p><br></p> <p>The study then designs and implements optimization techniques for these opportunities. We believe we provide the optimal solution for the first opportunity, while better optimizations could be proposed for the second, third, and fourth. The collective improvement brought about by these implementations is on average 138% and up to 441% in throughput. This work, thus, offers valuable insights into enhancing the efficiency of fuzz testing in JVM languages and paves the way for further research in optimizing other areas of JVM-based-language fuzzing performance.</p>

Thesis (MPA.) -- University of Limpopo, 2021 / Refer to the document

Spatial data arises in applications such as geographical information systems, computer aided design and computer vision. A practical indexing method for spatial data is the R-tree [1]. A common query to an R-tree is a window query which outputs all spatial objects that intersect a rectangular region in space. The PR-tree is the first R-tree variant where window query performance is asymptotically optimal in the worst case. In this work a PR-tree is updated using algorithms defined by Antonin Guttman [2] and Beckmann et al. [3], respectively and query performance is evaluated. The conclusion is that the R*-tree algorithms by Beckmann et al. [3] is superior to the algorithms by Antonin Guttman [2] for maintaining good query performance while updating a PR-tree / Spatial data är vanligt förekommande i geografiska informationssystem, CAD och datorseende. Ett praktiskt index för spatial data är ett R-träd [1]. En vanlig sökfråga till ett R-träd är en så kallad window query som ges ett rektangulärt område och returnerar alla spatiala objekt som skär detta område. PR-trädet är det första R-trädet med asymptotiskt optimal tidskomplexitet för en window query. I detta arbete används PR-trädet som bas och det modifieras med respektiva algoritmer definerade av Antonin Guttman [2] och Beckmann m. fl. [3] och prestanda för rektangulära sökfrågor utvärderas. Slutsatsen är att om målet är att bibehålla bra prestanda för sökfrågor medan PR-trädet modifieras ska algoritmerna av Beckmann m. fl. [3] föredras.

<p dir="ltr">The design of hardware platform in acoustic sensing is critical. The number and the spatial arrangement of microphones play a huge role in sensing performance. All microphones should be properly processed for simultaneous recording. This work introduces an FPGA-based acoustic transceiver system supporting acoustic sensing with custom acoustic signals. The system contains 16 microphones and a speaker synchronized during sensing processes. The microphones were arranged into an ‘L’ shape with eight microphones on each line for a better resolution of angle estimation on two dimensions. The microphones were placed on a specifically designed PCB to achieve an optimal distance of the half-wavelength of acoustic signals for optimized sensing performance. A microphone interface was implemented on Ultra96-V2 FPGA for handling the simultaneous high-speed data streams. The system features an implementation of full-level data transmission up to the top-level Python program. To evaluate the sensing performance of the system, we conducted an experiment used Frequency Modulated Continuous Wave (FMCW) as the transmitted acoustic signal. The result of evaluation shown the accurate sensing of range, velocity and relative angle of a moving hand on the two dimensions corresponding to the microphone groups.</p>

<p>Composite plate shear walls – concrete-filled (C-PSW/CF) are a new innovative lateral force resisting system intended for high-rise buildings. The walls consist of parallel steel faceplates connected with tie bars and filled with concrete. This dissertation introduces the C-PSW/CF </p> <p>system and coupled C-PSW/CFs consisting of C-PSW/CF walls and composite coupling beams. Three studies are presented herein covering seismic design parameters for C-PSW/CFs, non-linear modeling techniques for composite coupling beams, and the design philosophy for coupled C-PSW/CFs.</p> <p> </p> <p>The first study summarizes the results of a recent FEMA P695 study completed to verify seismic design parameters for uncoupled C-PSW/CFs with rectangular flange plate boundary elements. Seven archetype structures were: (i) designed, (ii) modeled using a benchmarked fiber-based finite element analysis approach, (iii) subjected to nonlinear pushover analysis, (iv) subjected to incremental nonlinear dynamic analysis to failure for 22-sets of scaled ground motions, and (v) the results were statistically analyzed to assess performance. These structures ranged from three (3) to twenty-two (22) stories and included both planar and C-shaped wall configurations. As part of this design process, recommendations for stiffness approximations for linear analysis of C-PSW/CFs</p> <p>were developed. Additionally, these nonlinear incremental dynamic analysis results were post-processed to determine the rotation and strain demands at the base of these structures at the design basis, maximum considered, and failure level earthquakes. These results showed that the rotation and strain demand at failure level earthquakes were comparable regardless of the ground motion. Ultimately, this FEMA P695 approach verified the R factor of 6.5, C_d factor of 5.5, and Ω₀ of 2.5 for C-PSW/CFs with boundary elements. </p> <p><br></p> <p>The second study proposes modeling approaches for composite coupling beams used in combination with C-PSW/CFs. Capturing the behavior of these components is critical to understanding the system behavior of coupled C-PSW/CFs, as the coupling beam components undergo yielding, plastification, and fracture prior to collapse of coupled C-PSW/CF walls. Although steel-concrete composite walls have been a known structural system for decades, only recently have coupled C-PSW/CF systems been investigated and implemented as a seismic force resisting system. As the interest in coupled C-PSW/CF systems increases, the necessity of reliable nonlinear modeling techniques for pushover, cyclic, and seismic analysis has become apparent. This paper presents fiber-based options for modeling composite coupling beam components of coupled C-PSW/CF walls for use in nonlinear and seismic response analyses. Recommendations include effective steel and concrete stress-strain curves, modeling parameters for fiber-based </p> <p>materials, and concentrated plasticity options for additional computational efficiency. These recommendations are then implemented for a full-scale coupling beam section. </p> <p><br></p> <p>In the final study, a capacity design principle is used to establish a basis for the seismic design of coupled composite plate shear walls – concrete filled (CC-PSW/CF) systems. This design philosophy implements a strong wall-weak coupling beam approach, where flexural yielding in coupling beams occurs before flexural yielding at the base of walls. The coupling beams are sized </p> <p>to resist the calculated seismic lateral force level. The walls are sized to resist an amplified seismic lateral force corresponding to the overall plastic mechanism for the structure, while accounting for the capacity-limited forces from the coupling beams and the coupling action between the walls. Based on this philosophy, recommendations and requirements for appropriate sizing of coupling beams and C-PSW/CFs are presented. These recommendations are used to design four example (8-22 story) structures and evaluate their seismic behavior. The structures were modeled using 2D finite element models and fiber-based models subjected to monotonic and time history analysis. </p> <p>The nonlinear inelastic behavior and seismic responses of the example structures were in accordance with the capacity limited design philosophy (strong wall-weak beam), thus confirming the philosophy’s  efficacy. </p>

Traditionally the Internet is used for the following applications: FTP, e-mail and Web traffic. However in the recent years the Internet is increasingly supporting emerging applications such as IP telephony, video conferencing and online games. These new applications have different requirements in terms of throughput and delay than traditional applications. For example, interactive multimedia applications, unlike traditional applications, have more strict delay constraints and less strict loss constraints. Unfortunately, the current Internet offers only a best-effort service to all applications without any consideration to the applications specific requirements. In this thesis three existing Active Queue Management (AQM) mechanisms are modified by incorporating into these a control function to condition routers for better Quality of Service (QoS). Specifically, delay is considered as the key QoS metric as it is the most important metric for real-time multimedia applications. The first modified mechanism is Drop Tail (DT), which is a simple mechanism in comparison with most AQM schemes. A dynamic threshold has been added to DT in order to maintain packet queueing delay at a specified value. The modified mechanism is referred to as Adaptive Drop Tail (ADT). The second mechanism considered is Early Random Drop (ERD) and, iii in a similar way to ADT, a dynamic threshold has been used to keep the delay at a required value, the main difference being that packets are now dropped probabilistically before the queue reaches full capacity. This mechanism is referred to as Adaptive Early Random Drop (AERD). The final mechanism considered is motivated by the well known Random Early Detection AQM mechanism and is effectively a multi-threshold version of AERD in which packets are dropped with a linear function between the two thresholds and the second threshold is moveable in order to change the slope of the dropping function. This mechanism is called Multi Threshold Adaptive Early Random Drop (MTAERD) and is used in a similar way to the other mechanisms to maintain delay around a specified level. The main focus with all the mechanisms is on queueing delay, which is a significant component of end-to-end delay, and also on reducing the jitter (delay variation) A control algorithm is developed using an analytical model that specifies the delay as a function of the queue threshold position and this function has been used in a simulation to adjust the threshold to an effective value to maintain the delay around a specified value as the packet arrival rate changes over time. iv A two state Markov Modulated Poisson Process is used as the arrival process to each of the three systems to introduce burstiness and correlation of the packet inter-arrival times and to present sudden changes in the arrival process as might be encountered when TCP is used as the transport protocol and step changes the size of its congestion window. In the investigations it is assumed the traffic source is a mixture of TCP and UDP traffic and that the mechanisms conserved apply to the TCP based data. It is also assumed that this consists of the majority proportion of the total traffic so that the control mechanisms have a significant effect on controlling the overall delay. The three mechanisms are evaluated using a Java framework and results are presented showing the amount of improvement in QoS that can be achieved by the mechanisms over their non-adaptive counterparts. The mechanisms are also compared with each other and conclusions drawn.

Recent research has indicated that although security systems are developing, illegal intrusion to computers is on the rise. The research conducted here illustrates that improving intrusion detection and prevention methods is fundamental for improving the overall security of systems. This research includes the design of a novel Intrusion Detection System (IDS) which identifies four levels of visibility of attacks. Two major areas of security concern were identified: speed and volume of attacks; and complexity of multistage attacks. Hence, the Multistage Intrusion Detection and Prevention System (MIDaPS) that is designed here is made of two fundamental elements: a multistage attack engine that heavily depends on attack trees and a Denial of Service Engine. MIDaPS were tested and found to improve current intrusion detection and processing performances. After an intensive literature review, over 25 GB of data was collected on honeynets. This was then used to analyse the complexity of attacks in a series of experiments. Statistical and analytic methods were used to design the novel MIDaPS. Key findings indicate that an attack needs to be protected at 4 different levels. Hence, MIDaPS is built with 4 levels of protection. As, recent attack vectors use legitimate actions, MIDaPS uses a novel approach of attack trees to trace the attacker¿s actions. MIDaPS was tested and results suggest an improvement to current system performance by 84% whilst detecting DDOS attacks within 10 minutes.

Over recent years, wireless communication systems have been experiencing a dramatic and continuous growth in the number of subscribers, thus placing extra demands on system capacity. At the same time, keeping Quality of Service (QoS) at an acceptable level is a critical concern and a challenge to the wireless network designer. In this sense, performance analysis must be the first step in designing or improving a network. Thus, powerful mathematical tools for analysing most of the performance metrics in the network are required. A good modelling and analysis of the wireless cellular networks will lead to a high level of QoS. In this thesis, different analytical models of various handoff schemes and resource re-allocation in homogeneous and heterogeneous wireless cellular networks are developed and investigated. The sustained increase in users and the request for advanced services are some of the key motivations for considering the designing of Hierarchical Cellular Networks (HCN). In this type of system, calls can be blocked in a microcell flow over to an overlay macrocell. Microcells in the HCN can be replaced by WLANs as this can provide high bandwidth and its users have limited mobility features. Efficient sharing of resources between wireless cellular networks and WLANs will improve the capacity as well as QoS metrics. This thesis first presents an analytical model for priority handoff mechanisms, where new calls and handoff calls are captured by two different traffic arrival processes, respectively. Using this analytical model, the optimised number of channels assigned to II handover calls, with the aim of minimising the drop probability under given network scenarios, has been investigated. Also, an analytical model of a network containing two cells has been developed to measure the different performance parameters for each of the cells in the network, as well as altogether as one network system. Secondly, a new solution is proposed to manage the bandwidth and re-allocate it in a proper way to maintain the QoS for all types of calls. Thirdly, performance models for microcells and macrocells in hierarchical cellular networks have been developed by using a combination of different handoff schemes. Finally, the microcell in HCN is replaced by WLANs and a prioritised vertical handoff scheme in an integrated UMTS/WLAN network has been developed. Simulation experiments have been conducted to validate the accuracy of these analytical models. The models have then been used to investigate the performance of the networks under different scenarios.

The growing demand on the variety of internet applications requires management of large scale networks by efficient Quality of Service (QoS) routing, which considerably contributes to the QoS architecture. The biggest contemporary drawback in the maintenance and distribution of the global state is the increase in communication overheads. Unbalancing in the network, due to the frequent use of the links assigned to the shortest path retaining most of the network loads is regarded as a major problem for best effort service. Localised QoS routing, where the source nodes use statistics collected locally, is already described in contemporary sources as more advantageous. Scalability, however, is still one of the main concerns of existing localised QoS routing algorithms. The main aim of this thesis is to present and validate new localised algorithms in order to develop the scalability of QoS routing. Existing localised routing, Credit Based Routing (CBR) and Proportional Sticky Routing (PSR), use the blocking probability as a factor in selecting the routing paths and work with either credit or flow proportion respectively, which makes impossible having up-to-date information. Therefore our proposed Highest Minimum Bandwidth (HMB) and Highest Average Bottleneck Bandwidth History (HABBH) algorithms utilise bandwidth as the direct QoS criterion to select routing paths. We introduce an Integrated Delay Based Routing and Admission Control mechanism. Using this technique Minimum Total Delay (MTD), Low Fraction Failure (LFF) and Low Path Failure (LPF) were compared against the global QoS routing scheme, Dijkstra, and localised High Path Credit (HPC) scheme and showed superior performance. The simulation with the non-uniformly distributed traffic reduced blocking probability of the proposed algorithms. Therefore, we advocate the algorithms presented in the thesis, as a scalable approach to control large networks. We strongly suggest that bandwidth and mean delay are feasible QoS constraints to select optimal paths by locally collected information. We have demonstrated that a few good candidate paths can be selected to balance the load in the network and minimise communication overhead by applying the disjoint paths method, recalculation of candidate paths set and dynamic paths selection method. Thus, localised QoS routing can be used as a load balancing tool in order to improve the network resource utilization. A delay and bandwidth combination is one of the future prospects of our work, and the positive results presented in the thesis suggest that further development of a distributed approach in candidate paths selection may enhance the proposed localised algorithms. / Umm AlQura University in Mecca