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This paper proposes an $\alpha$-fair multistatic integrated sensing and communication (ISAC) framework for multi-user multi-input multi-output (MIMO)-orthogonal frequency division multiplexing (OFDM) systems, where communication users act…

Information Theory · Computer Science 2026-04-01 Hyeonho Noh , Jonggyu Jang

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

Non-diagonal reconfigurable intelligent surfaces (RISs) offer enhanced wireless signal manipulation over conventional RIS by enabling the incident signal on any of its $M$ elements to be reflected from another element via an $M \times M$…

Signal Processing · Electrical Eng. & Systems 2025-06-19 Mostafa Samy , Hayder Al-Hraishawi , Abuzar B. M. Adam , Madyan Alsenwi , Symeon Chatzinotas , Björn Otteresten

Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

Probability · Mathematics 2012-04-04 Masaaki Fukasawa

We describe a regression-based method, generally referred to as the Least Squares Monte Carlo (LSMC) method, to speed up exposure calculations of a portfolio. We assume that the portfolio contains several exotic derivatives that are priced…

Computational Finance · Quantitative Finance 2021-05-18 Yuriy Krepkiy , Asif Lakhany , Amber Zhang

Nonlinear optimisation techniques are commonly employed to minimise complex cost functions, with their effectiveness determined largely by the structure of the underlying error landscape. These methods require initial parameter values, and…

Signal Processing · Electrical Eng. & Systems 2026-03-19 Tilo Strutz

In this paper we extend the existing literature on xVA along three directions. First, we enhance current BSDE-based xVA frameworks to include initial margin in presence of defaults. Next, we solve the consistency problem that arises when…

Pricing of Securities · Quantitative Finance 2021-07-07 Francesca Biagini , Alessandro Gnoatto , Immacolata Oliva

In this paper the choice of the Bernoulli distribution as biased distribution for importance sampling (IS) Monte-Carlo (MC) simulation of linear block codes over binary symmetric channels (BSCs) is studied. Based on the analytical…

Information Theory · Computer Science 2013-11-07 Gianmarco Romano , Domenico Ciuonzo

This paper undertakes a holistic investigation of two fundamental trade-offs in monostatic OFDM integrated sensing and communication (ISAC) systems-namely, the time-frequency trade-off and the spatial trade-off, originating from the choice…

Optimal margin Distribution Machine (ODM) is a newly proposed statistical learning framework rooting in the novel margin theory, which demonstrates better generalization performance than the traditional large margin based counterparts.…

Machine Learning · Computer Science 2023-06-13 Yilin Wang , Nan Cao , Teng Zhang , Xuanhua Shi , Hai Jin

In this paper we explore ways of numerically computing recursive dynamic monetary risk measures and utility functions. Computationally, this problem suffers from the curse of dimensionality and nested simulations are unfeasible if there are…

Computational Finance · Quantitative Finance 2021-04-13 Hampus Engsner

A modulation classification (MC) scheme based on Independent Component Analysis (ICA) in conjunction with either maximum likelihood (ML) or Support Vector Machines (SVM) is proposed for MIMO-OFDM signals over frequency selective, time…

Information Theory · Computer Science 2013-07-18 Yu Liu , Alexander M. Haimovich , Wei Su , Jason Dabin , Emmanuel Kanterakis

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…

Statistical Mechanics · Physics 2025-12-30 Jiri Hoogland , Dimitri Neumann

We derive finite time error bounds for estimating general linear time-invariant (LTI) systems from a single observed trajectory using the method of least squares. We provide the first analysis of the general case when eigenvalues of the LTI…

Systems and Control · Computer Science 2019-02-14 Tuhin Sarkar , Alexander Rakhlin

We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing…

Statistical Finance · Quantitative Finance 2025-05-27 Dominik Stempień , Janusz Gajda

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

We study the problem of parameter estimation for discretely observed stochastic differential equations driven by small fractional noise. Under some conditions, we obtain strong consistency and rate of convergence of the least square…

Statistics Theory · Mathematics 2022-01-24 S. Nakajima , S. Nakamura , Y. Shimizu

We address the problem of channel estimation for cyclic-prefix (CP) Orthogonal Frequency Division Multiplexing (OFDM) systems. We model the channel as a vector of unknown deterministic constants and hence, do not require prior knowledge of…

Information Theory · Computer Science 2014-10-23 Karthik Upadhya , Chandra Sekhar Seelamantula , K. V. S. Hari

Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case,…

Computation · Statistics 2019-09-30 Imke Botha , Robert Kohn , Christopher Drovandi

Subspace identification methods (SIMs) have proven very powerful for estimating linear state-space models. To overcome the deficiencies of classical SIMs, a significant number of algorithms has appeared over the last two decades, where most…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson