Computer Sciences

Zero-Knowledge Proof Authentication Protocols

Authors: Ratseev S. M., Rostov M. A.

The paper presented the comparative analysis of the authentication Shnorr’s protocol and the authentication protocol based on the task of finding a Hamilton cycle in the graph. It is shown that with the use of CUDA technology the productivity of protocols on graphs is a shighas Shnorr’s protocol productivity. Theim portance of such research is that protocols on graphs (the authentication protocol on the basis of the proof of graph isomorphism, the authentication protocol based on the task of finding a Hamilton cycle in the graph, etc.) have the property of zero-know ledge proof.

Multiple Hedging on Energy Market

Authors: Karatetskaia E. Y., Lakshina V. V.

The article is devoted to the calculation of the dynamic hedge ratio based on three different types of volatility models, among which S-BEKK-GARCH model takes into account cross-sectional dependence. The hedging strategy is built for eight stock-futures pairs on energy market in Russia.

Hybrid Automation Extended Model

Authors: Andreichenko D. K., Andreichenko K. P., Batraeva I. A.

An extended model of hybrid automata for dynamic systems is considered, where, along with a discrete control subsystem and control objects with lumped parameters, there are control objects with distributed parameters (linear and stationary from the point of view of automatic control theory). The possibility of software implementation of an extended model of hybrid automata on embedded computing systems is shown.