# Omar RojasUniversidad Panamericana Sede Guadalajara · School of Management and Economic Sciences

Omar Rojas

PhD (Maths, La Trobe University)

## About

110

Publications

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525

Citations

Citations since 2017

Introduction

Interested in quantitative methods (maths and stats) applied to problems in finance, marketing, family business and construction

Additional affiliations

Education

January 2006 - November 2009

## Publications

Publications (110)

There are many algorithms used with different purposes in the area of cryptography. Amongst these, Genetic Algorithms have been used, particularly in the cryptanalysis of block ciphers. Interest in the use of and research on such algorithms has increased lately, with a special focus on the analysis and improvement of the properties and characterist...

This study uses daily COVID-19 news series to determine their impact on financial market volatility. This paper assesses whether U.S. financial markets react differently to COVID-19 news than emerging markets and if such markets are impacted differently by country-specific and global news. To detect the spillover effects from news on market volatil...

The paper addresses the Multi-Depot Vehicle Routing Problem (MDVRP) motivated by its practical relevance and considerable difficulty. Specifically, the work focuses on the assignment of customers to depots, one of the phases carried out to solve the MDVRP. Many authors have tackled this problem, and there are different heuristics to perform this ta...

The relationship between three different groups of COVID-19 news series and stock market volatility for several Latin American countries and the U.S. are analyzed. To confirm the relationship between these series, a maximal overlap discrete wavelet transform (MODWT) was applied to determine the specific periods wherein each pair of series is signif...

PassPoint is a graphical authentication technique that is based on the selection of five points in an image. A detected vulnerability lies in the possible existence of a pattern in the points that make up the password. The objective of this work is to detect nonrandom graphical passwords in the PassPoint scenario. A spatial randomness test based on...

A local search method is developed and applied to create trajectories over S-box spaces in this work. These trajectories show a strong linear correlation between confusion coefficient variance, transparency order, modified transparency order, and revised transparency order under the Hamming weight model. When the confusion coefficient variance valu...

This study aims to analyze the influence of foreign direct investment, tourism, exports, and imports on carbon dioxide (CO2) emissions in the High-Income State, Upper-Middle Income, and Lower-Middle-Middle Income in Asia during the period of 2010 to 2019. This study uses the Poisson Pseudo-Maximum Likelihood (PPML) method. The results of this study...

Combinatorial optimization problems allow for modeling multiple situations in which proper allocation of resources is needed. For some real-world problems, the use of fuzzy elements in the models allows for incorporating certain levels of uncertainty to better approximate such real-world situations. One way to solve combinatorial optimization probl...

Several real-life optimization problems, such as the case of several instances of the School Bus Routing Problem (SBRP), are very complex and expensive to solve with exact algorithms. Metaheuristics are a good alternative in these situations because they are capable of generating good quality solutions to these problems in a reasonable time. Metahe...

The goal of this study was to examine the interlinkage of renewable energy, technology innovation, human capital, and governance on environment quality by using a panel quantile regression in Asian emerging economies over the period of 1990-2019. The results indicated that higher economic growth, population density, technological innovation in rene...

In 2005, Guillot published a method for the construction of Boolean functions using linear codes through the Maiorana–McFarland construction of Boolean functions. In this work, we present a construction using Hermitian codes, starting from the classic Maiorana–McFarland construction. This new construction describes how the set of variables is divid...

An alternative authentication method to traditional alphanumeric passwords is graphical password authentication, also known as graphical authentication, for which one of the most valuable cued-recall techniques is PassPoints. This technique stands out for its security and usability. However, it can be violated if the user follows a predefined patte...

Conventional electronic voting systems use a centralized scheme. A central administration of these systems manages the entire voting process and has partial or total control over the database and the system itself. This creates some problems, accidental or intentional, such as possible manipulation of the database and double voting. Many of these p...

Abstract:
Many research focuses on find S-boxes with good cryptographic properties applying a heuristic method and a balanced, objective function.
The design of S-boxes with theoretical resistance against Side-Channel Attacks by power consumption is addressed with properties defined under one of these two models: the Hamming Distance leakage model...

During the search for S-boxes resistant to Power Attacks, the S-box space has recently been divided into Hamming Weight classes, according to its theoretical resistance to these attacks using the metric variance of the confusion coefficient. This partition allows for reducing the size of the search space. The swap operator is frequently used when s...

The evaluation of randomness in pseudorandom numbers generators is of great importance in cryptography. For such an endeavor, there are numerous randomness testing tests. Many have been designed based on important laws of randomness, such as the central limit theorem and the law of large numbers. Recently, a novel test with three variants was propo...

Purpose
Small- and medium-sized enterprises (SMEs) mainly rely on their structure and internal networks to achieve their goals and remain competitive. However, their limited internal capabilities and complex environments can hinder their stability. Thus, this study evaluated the relationships among specific factors toward fostering organizational r...

The purpose of this research is to explore the factors associated with transmission and distribution electricity losses in Colombia. A literature review is carried out to find out the variables that have been significant in past studies. Once the issue is contextualized in the Colombian case, a statistical and econometric analysis is developed with...

Supply-chain network design is a complex task because there are many decisions involved, and presently, global networks involve many actors and variables, for example, in the automotive, pharmaceutical, and electronics industries. This research addresses a supply-chain network design problem with four levels: suppliers, factories, warehouses, and c...

In the last three decades, the RC4 has been the most cited stream cipher, due to a large amount of research carried out on its operation. In this sense, dissimilar works have been presented on its performance, security, and usability. One of the distinguishing features that stand out the most is the sheer number of RC4 variants proposed. Recently,...

Optimization problems with continuous variables are very often in real-life scenarios. This is why several studies have focused on the use of metaheuristics to solve these problems, known as continuous optimization problems. This chapter focuses on the robust population-based metaheuristic Variable Mesh Optimization (VMO). We review the fundamental...

Abstract:
This paper presents a criterion, based on information theory, to measure the amount of
average information provided by the sequences of outputs of the RC4 on the internal state.
The test statistic used is the sum of the maximum plausible estimates of the entropies H(jt|zt), corresponding to the probability distributions P(jt|zt) of the...

The search of bijective n×n S-boxes resilient to power attacks in the space of dimension (2n)! is a controversial topic in the cryptology community nowadays. This paper proposes partitioning the space of (2n)! S-boxes into equivalence classes using the hypothetical power leakage according to the Hamming weights model, which ensures a homogeneous th...

In recent years, the use of Genetic Algorithms (GAs) in symmetric cryptography, in particular in the cryptanalysis of block ciphers, has increased. In this work, the study of certain parameters that intervene in GAs was carried out, such as the time it takes to execute a certain number of iterations, so that a number of generations to be carried ou...

This work demonstrates the ineffectiveness of the Ripley’s K function tests, the distance to the nearest neighbor, and the empty space function in the Graphical Authentication scenario with Passpoint for the detection of non-random graphical passwords. The results obtained show that none of these tests effectively detect non-random graphical passwo...

Entropy makes it possible to measure the uncertainty about an information source from the distribution of its output symbols. It is known that the maximum Shannon’s entropy of a discrete source of information is reached when its symbols follow a Uniform distribution. In cryptography, these sources have great applications since they allow for the hi...

In 2005, Philippe Guillot presented a new construction of Boolean functions using linear codes as an extension of the Maiorana–McFarland’s (MM) construction of bent functions. In this paper, we study a new family of Boolean functions with cryptographically strong properties, such as non-linearity, propagation criterion, resiliency, and balance. The...

The probabilistic distribution of the characteristics of Voronoi polygons has been extensively studied due to its many areas of application. In various works that differ in the number of polygons generated and in the size of their regions, it is concluded that the expected value of the characteristic number of sides of Voronoi polygons is equal to...

This paper explores the usability of the Ripley’s K function and the nearest neighbor distance, in the detection of clustered graphical passwords in the graphical authentication stage. For it, both tests were applied to two bases of data of 10, 000 clustered graphical passwords each, the first with graphical passwords clustered in an area lesser th...

This paper analyzes the time‐varying causality between government bond and oil returns of the United States over the monthly period of 1859:10 to 2019:03, that is, the longest possible span of historical data, starting from the beginning of the modern era of the petroleum industry. While the standard constant parameter causality test fails to pick...

In this paper, we analyze time-varying causality between the dollar-pound exchange rate and S&P 500 returns over the monthly period of September, 1791 to September, 2019. Based on a Dynamic Conditional Correlation-Multivariate Generalised Autoregressive Conditional Heterosckedasticity (DCC-MGARCH) framework, we find that evidence of unidirectional...

Substitution boxes are the main nonlinear component of block ciphers. The security of these ciphers against linear, differential, or side-channel attacks is dependent on the design of such components and their intrinsic properties. There are several methods that aim to cryptographically define, generate, or search for strong substitution boxes. The...

The bit independence criterion was proposed to evaluate the security of the S-boxes used in block ciphers. This paper proposes an algorithm that extends this criterion to evaluate the degree of independence between the bits of inputs and outputs of the stream ciphers. The effectiveness of the algorithm is experimentally confirmed in two scenarios:...

Small and medium-sized tourism companies (SMEs) strongly depend on their collaborators to achieve competitiveness and sustainability. In this sense, these organizations need to identify those factors that help them to use their resources and efforts to achieve the aforementioned goals. This article proposes a model oriented to organizational sustai...

The present work examined how the esthetic impression caused by a specific mug selection seems to influence the expected flavor elicited by a coffee beverage. Participants from Mexico viewed online photographs of espresso, Americano, latte and cappuccino presented in two different mugs, including a transparent glass mug and a white ceramic mug. The...

Generating Boolean Functions (BFs) with high nonlinearity is a complex task that is usually addressed through algebraic constructions. Metaheuristics have also been applied extensively to this task. However, metaheuristics have not been able to attain so good results as the algebraic techniques. This paper proposes a novel diversity-aware metaheuri...

In this work, we introduce a heuristic segmentation algorithm for the detection and subsequent segmentation of the volume of cerebrospinal fluid (CSF) that allows from MRI to calculate the CSF due to the importance of this represents to calculate the amount of anesthesia to be used in patients.

In this chapter, we discuss results obtained on an application of the Hadamard transform to cryptanalysis, and in particular, we determine the probability to decipher different pseudo-random number generators used as components of stream ciphers.

Small and medium-sized lodging companies strongly depend on their collaborators to achieve their objectives and to be competitive. However, limitations in coordination and control mechanisms affect aspects such as primary operations, the self-management capability in the working teams and permanence in the sector previously mentioned. This article...

Electricity losses are an important problem worldwide that shuld be mitigated, since they generate an impact on CO2 emissions and drive a possible rate increase. The benefits of the reduction of such losses are savings, a better environment and less infrastructure needs, amongst others. However, in order to generate reductions, it is imperative to...

The analysis of independence between statistical randomness tests has had great attention in the literature recently. Dependency detection between statistical randomness tests allows one to discriminate statistical randomness tests that measure similar characteristics, and thus minimize the amount of statistical randomness tests that need to be use...

p>This paper is aimed at studying a MS-GARCH model applied to Bitcoin. The Bayesian estimation of the model shows that Bitcoin’s volatility can be modelled using two states of volatility, high and low. The modelled volatility is not stable over time. Twenty eight periods of high volatility were found, the largest period of volatility occurred durin...

In the face of the high variability in the completion of construction projects, the following research is generated. In the literature we can find several proposals to program projects, however, the variability of the activities causes high variability in the completion date of the projects. We hope that the proposed method, by controlling the star...

In this work we discuss results obtained from an application of the Hadamard transform to cryptanalysis, andin particular, we determine the probability to decipher different pseudo-random number generators used ascomponents of stream ciphers. Also, we found a relationship between entropy and Hadamard’s values.

The objective of this research is uncover some of the factors associated with electricity theft in Mexico. Econometric models of ordinary least squares with state and metropolitan information are carried out in order to know the determinants of energy theft. The models showed that there is a significant and positive relationship between electricity...

This article explores and validates the integrated use of the viable system model (VSM) and the partial least squares path modeling (PLS-PM) approach to assess the sustainable management of RAMSAR sites carrying out economic activities. This work adopts a systems-thinking approach integrating systemic methodologies in three phases: (1) the VSM was...

This study evaluates the citizenship behaviour of customers and employees from a private school and aims to identify if variables like teachers' self-efficacy and job satisfaction precede such a behaviour. The study was developed in the teaching field, where parents are considered as customers, teachers are employees from private schools that teach...

This chapter presents a case study to organize the sales territories for a company with 11 sales managers to be assigned to 111 sales coverage units in Mexico. The assignment problem is modeled as a mathematical program with two objective functions. One objective minimizes the maximum distance traveled by the manager, and the other objective minimi...

A MILP and genetic algorithm optimization model for the sequencing of jobs in a medium-sized factory, dedicated to the manufacturing of home furniture, where different categories and types of articles are produced and whose routes and manufacturing processing times vary widely, are proposed. Different scenarios are considered for the objective func...

Crop prices in the United States (USA), and especially corn prices, have been displaying important changes in the last 10 years, after the ethanol mandate in 2005. Motivated by these significant price changes, there has been a growing interest in the study of price transmission from oil prices to agricultural commodity prices. In this contribution,...

The aim of this article is to determine the socioeconomic level (sel) with di- saggregation of the Basic Statistical Area (bsa) in the Mexican Republic. The methodolo- gy used is the one established by the Mexican Association of Market Research Agencies (amai) along with the National Institute of Statistics and Geography (inegi). The clustering of...

Purpose
The purpose of this paper is to analyse the adaptive market efficiency in the price–volume (P–V) relationship of the stocks listed in the Mexican Stock Exchange. The period under study goes from 1982 to 2015. In order to detect causality and, thus, determine adaptive efficiency in the market, one linear and two non-linear tests are applied...

INTRODUCTION: An heuristic algorithm for detection and segmentation of cerebrospinal ﬂuid through magnetic resonance imaging is presented. OBJECTIVE: The objective of the method is to calculate the minimum amount of anesthesia to be used in patients at the time of an operation and thus make a decision based on the algorithm. METHODS: The pattern-ba...

This chapter addresses a production planning problem for a company that mass-replicates compact discs. In the current situation, the staff of the company creates a production plan for the long term, with low flexibility to make a new plan when new orders arrive. The combination of attributes of the orders and the available machines for the processe...

Nonlinear co-movements are analyzed for the daily returns calculated for Brent and West Texas Intermediate (WTI) crude oil prices. The sample period includes data for the pre-2008 price increases and the post-2014 price declines. Empirical results obtained indicate that it is important to allow for nonlinear and asymmetric patterns in the data. Aft...

Most machine learning algorithms possess hyperparameters. For example, an artificial neural network requires the determination of the number of hidden layers, nodes, and many other parameters related to the model fitting process. Despite this, there is still no clear consensus on how to tune them. The most popular methodology is an exhaustive grid...

Despite being inaccurate, construction managers often use linear models to describe production limiting the development and application of a production theory.
The objective of this study is to formulate and test new equations comprehending the non-steady state conditions of repetitive project-driven processes in Construction to calculate cycle tim...

Wemodel the changes in volatility in theMexican Stock Exchange Index using a Bayesian approach. We study the time series with a wide set of models characterized by a Markov switching heterogeneity. The advantage of this approach is that it allows for a broader spectrum of possible models since the estimation of the moments