2 papers
cs.CR2017
Analysis of the Rising Threat of Subverting Privacy Technologies
Craig Ellis
Privacy technologies have become extremely prevalent in recent years from secure communication channels to the Tor network. These technologies were designed to provide privacy and…
math.ST2004
Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market
Jonathan A. Batten, Craig A. Ellis, Warren P. Hogan
The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the…