Chia-Hung Wang

Modeling Security-Check Queues

Motivated by the waiting lines between the U.S.--Canadian border crossings, we investigate a security-check system with both security and customer service goals. In such a system, every customer has to be inspected by the first-stage inspector, but only a proportion of customers need to go through the second stage for further inspection. This “further inspection proportion,” affecting both security screening and the system congestion, becomes a key decision variable for the security-check system. Using a stylized two-stage queueing model, we established the convexity of the expected waiting cost function. With such a property, the optimal further inspection proportion can be determined to achieve the balance of the two goals and the service capacities can be classified into “security-favorable,” “security-unfavorable,” or “security-infeasible” categories. A specific capacity category implies if the security and customer service goals are consistent or in conflict. In addition, we have verified that the properties discovered in the stylized model also hold approximately in a more general multiserver setting. Numerical results are presented to demonstrate the accuracy and robustness of the approximations and the practical value of the model. This paper was accepted by Assaf Zeevi, stochastic models and simulation.

A robust web-based approach for broadcasting downward messages in a large-scaled company

Downward communication is a popular push-based scheme to forward messages from headquarters to front-line staff in a large-scaled company. With the maturing intranet and web technology, broadcasting algorithms, including pull-based and push-based broadcasting algorithms, it is feasible to send downward messages through web-based design by sending packets on a network. To avoid losing messages due to the traditional push-based method, companies adopt a pull-based algorithm to build up the broadcasting system. However, although the pull-based method can ensure that a message is received, it has a critical problem, the network is always congested. The push-based method can avoid congesting the network, but it needs a specific robust design to ensure that the message reaches its destination. Hence, adopting only a pull-based or a push-based broadcasting algorithm is no longer feasible especially not for a large-scaled company with complex network architecture. To ensure that every receiver will read downward messages thereby reducing the consumption of network bandwidth, this work proposes a robust web-based push- and pull-based broadcasting system for sending downward messages. This proposed system was successfully applied to a large-scaled company for a one-year period.

Analysis of bandwidth allocation on end-to-end QoS networks under budget control

Abstract This paper considers the problem of bandwidth allocation on communication networks with multiple classes of traffic, where bandwidth is determined under the budget constraint. Due to the limited budget, there is a risk that the network service providers can not assert a 100% guaranteed availability for the stochastic traffic demand at all times. We derive the blocking probabilities of connections as a function of bandwidth, traffic demand and the available number of virtual paths based on the Erlang loss formula for all service classes. A revenue/profit function is studied through the monotonicity and convexity of the blocking probability and expected path occupancy. We present the optimality conditions and develop a solution algorithm for optimal bandwidth of revenue management schemes. The sensitivity analysis and three economic elasticity notions are also proposed to investigate the marginal revenue for a given traffic class by changing bandwidth, traffic demand and the number of virtual paths, respectively. By analysis of those monotone and convex properties, it significantly facilitates the operational process in the efficient design and provision of a core network under the budget constraint.

Using trading mechanisms to investigate large futures data and their implications to market trends

Market trends have been one of the highly debated phenomena in the financial industries and academia. Prior works show the profitability in exploiting transactions via market trend quantification; on the other hand, traders’ behaviors and effects on the market trends can be better understood by market trend studies. In general, the trading strategies on the market trend include trend following strategies and contrarian strategies. Following the trend, trading strategies exploit the momentum effects. The momentum strategies profit in a long position with the rising market prices, as well as in a short position with the decreasing market prices. On the contrary, the view of contrarian trading strategy is based on the mean-reversion property, i.e., a long position is taken when the price moves down and a short position is taken when the price moves up. In this paper, we apply the stop-loss and stop-profit mechanisms to verify the market trends based on two new simple strategies, i.e., the BuyOp. strategy and the BuyHi.SellLo. strategy. We back-test these two strategies on the Taiwan Stock Exchange Capitalization Weighted Stock Index Futures (TAIEX Futures) during the period from May 25, 2010 to August 19, 2015. We compare the numerical results of its profits and losses through various stop-loss thresholds and stop-profit thresholds, and verify the existence of the momentum effect via applying these two new trading strategies. Besides, we analyze the market trends through the repeated simulations of random trades with the stop-loss and stop-profit mechanisms. Our numerical results reveal that there exist momentum effects in TAIEX Futures, which verifies the market inefficiency and the market profitability in exploiting the market inefficiency. In addition, the techniques of random trades are also applied to the other commodities, such as AAPL in NASDAQ, IBM, GOOG in NYSE, and, TSMC in TPE, and so on. Surprisingly, not all the stocks have the momentum effects. Our experimental results show that some stocks or markets are more suitable for the mean-reverse strategy. Finally, we propose a technique to quantify the momentum effect of a financial market by using Jensen–Shannon divergence.

Proactive Peer-to-Peer Traffic Control When Delivering Large Amounts of Content within a Large-Scale Organization

The Peer-to-Peer (P2P) approaches utilize the passive means of delivering large amounts of content due to the ease of content delivery and small amount of effort required for file transmission and failure control by the file provider. However, P2P methods incur network congestion due to the large number of uncontrolled connections established by those retrieving content. Additionally, P2P methods potentially stop file providers from exchanging data with other devices because of congested outbound traffic. Therefore, existing P2P approaches are infeasible for large-scale organizations as a congested uncontrolled network is not ideal in a business environment. Related studies demonstrated that the active method for content can minimize outbound congestion for a provider but it needs the fault tolerance. This study presents a novel application called Enterprise Peer-to-Peer (EP2P), which integrates passive and active approaches. Using EP2P, the outbound traffic from a sender on an Intranet can be controlled efficiently, because the transmission between a provider and many receivers can be changed from passive to active on necessary. Therefore, we suggest organizations use EP2P for the delivery of content.

Two-Phase Modeling of QoS Routing in Communication Networks

We propose a precomputation-based scheme which offers Pareto optimal solutions to the network dimensioning problem. This scheme is performed by means of a two-phase procedure. The first phase precomputes paths for a wide range of possible constraints, while the second phase selects an adequate path through a simple procedure. That is, the first phase prepares a routing database which enables to identify a suitable path upon each connection request through the second phase. We propose a bandwidth allocation model with nonlinear utility functions. We focus on allocating resources with proportional fairness and finding a routing scheme on communication networks.

An atomic routing game for multi-class communication networks with quality of service requirements

In this paper, we study an extension of atomic routing games for multi-class communication networks with quality of service requirements, which can be formulated as a network management scheme. Atomic routing games are non-cooperative games with multiple selfish players, where each player has to choose a path in a given graph to route his traffic, and then pays the corresponding cost. We develop a mixed-integer nonlinear programming model for the network management scheme in this class-based communication network. The analysis of this work offers appropriate resource allocation and a routing database identifying suitable end-to-end paths upon each connection request.

Inspection Risk and Delay for Screening Cargo Containers at Security Checkpoints

There are relatively fewer studies on the security-check waiting lines for screening cargo containers using queueing models. In this paper, we address two important measures at a security-check system, which are concerning the security screening effectiveness and the efficiency. The goal of this paper is to provide a modelling framework to understand the economic trade-offs embedded in container-inspection decisions. In order to analyze the policy initiatives, we develop a stylized queueing model with the novel features pertaining to the security checkpoints.

A Modelling Framework for Managing Risk-Based Checkpoint Screening Systems with Two-Type Inspection Queues

In this paper, we study the security and system congestion in a risk-based checkpoint screening system with two kinds of inspection queues, named as Selectee Lanes and Normal Lanes. Based on the assessed threat value, the arrival crossing the security checkpoints is classified as either a selectee or a non-selectee. The Selectee Lanes with enhanced scrutiny are used to check selectees, while Normal Lanes are used to check non-selectees. The goal of the proposed modelling framework is to minimize the system congestion under the constraints of total security and limited budget. The system congestion of the checkpoint screening system is determined through a steady-state analysis of multi-server queueing models. By solving an optimization model, we can determine the optimal threshold for differentiating the arrivals, and determine the optimal number of security devices for each type of inspection queues. The analysis conducted in this study contributes managerial insights for understanding the operation and system performance of such risk-based checkpoint screening systems.

Perspectives of Bandwidth Sharing Schemes in Communication Systems with Blocking

This paper introduces two revenue management schemes to allocate the limited bandwidth from capitalistic and socialistic perspectives, respectively. Under the budget constraint, the revenue functions with the congestion costs are studied through the mathematical properties of the blocking probability with respect to the bandwidth allocation. In addition, we derive the monotone and convex relations between the allocated bandwidth and factors affecting the revenue functions. The analysis for the proposed two management schemes contributes managerial insights for different network managers while determining bandwidth allocation on their operating network.