We construct one triple-threshold GARCH model to analyze the asymmetric response of mean and conditional volatility. In parameter estimation, we apply Griddy-Gibbs sampling method, which require less work in selection of starting values and pre-run. As we apply this model in Chinese stock...

We present a sovereign default model with asymmetric shocks and long-term bonds, and solve the model using discrete state dynamic programming. As result, our model matches the Argentinean economy over period 1993Q1-2001Q4 quite well. We show that our model can match high default frequency, high...

This paper presents a model for privacy preserving access control which is based on variety of purposes. Conditional purpose is applied along with allowed purpose and prohibited purpose in the model. It allows users using some data for certain purpose with conditions. The structure of...

Privacy becomes a major concern for both customers and enterprises in today’s corporate marketing strategies, many research efforts have been put into developing new privacy-aware technologies. Among them, Hippocratic databases are one of the important mechanisms to guarantee the respect of...

[Abstract]: Publishing data for analysis from a micro data table containing sensitive attributes, while maintaining individual privacy, is a problem of increasing significance today. The k-anonymity model was proposed for privacy preserving data publication. While focusing on identity...

Privacy becomes a major concern for both customers and enterprises in today's corporate marketing strategies, many research efforts have been put into developing new privacy-aware technologies. Among them, Hippocratic databases are one of the important mechanisms to guarantee the respect of...

Nowadays privacy becomes a major concern and many research efforts have been dedicated to the development of privacy protecting technology. Anonymization techniques provide an e±cient approach to protect data privacy. We recently proposed a systematic clustering1 method based on k-...

[Abstract]: Privacy is today an important concern for both data providers and data users. Data generalization can provide signicant protection of an individual's privacy, which means the data value can be replaced by a less specic but semantically consistent value and the personal information...

[Abstract]: Publishing data for analysis from a microdata table containing sensitive attributes, while maintaining individual privacy, is a problem of increasing significance today. The k-anonymity model was proposed for privacy preserving data publication. While focusing on identity disclosure,...

Disclosure-control is a traditional statistical methodology for protecting privacy when data is released for analysis. Disclosure-control methods have enjoyeda revival in the data mining community, especially after the introduction of the k-anonymity model by Samarati and Sweeney. Algorithmic...