Related papers: Structural Misalignment in Financial Transmission …
All the financial practitioners are working in incomplete markets full of unhedgeable risk-factors. Making the situation worse, they are only equipped with the imperfect information on the relevant processes. In addition to the market risk,…
Motivated by the looming "capacity crunch" in fiber-optic networks, information transmission over such systems is revisited. Among numerous distortions, inter-channel interference in multiuser wavelength-division multiplexing (WDM) is…
Tilted (entropic) risk, obtained by applying a log-exponential transform to a base loss, is a well established tool in statistics and machine learning for emphasizing rare or high loss events while retaining a tractable optimization…
This paper investigates the system achievable rate and optimization for the multiple-input multiple-output (MIMO)-orthogonal frequency division multiplexing (OFDM) system with an energy harvesting (EH) relay. Firstly we propose a time…
Intelligent reflecting surface (IRS) is a promising new technology for achieving both spectrum and energy efficient wireless communication systems in the future. However, existing works on IRS mainly consider frequency-flat channels and…
Inertial odometry (IO) leverages inertial measurement unit (IMU) signals for cost-effective localization. However, high IMU sampling rates introduce substantial redundancy that impedes IO's ability to attend to salient components, thereby…
This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) formulation for modeling the daily price ranges of financial assets. It is assumed that the process generating the conditional expected ranges at each…
Financial exchange operators cater to the needs of their users while simultaneously ensuring compliance with the financial regulations. In this work, we focus on the operators' commitment for fair treatment of all competing participants. We…
Enabled by the advancement in radio frequency technologies, the convergence of radar and communication systems becomes increasingly promising and is envisioned as a key feature of future 6G networks. Recently, the frequency-hopping (FH)…
This paper proposes an anti-interference affine frequency division multiplexing (AFDM) system to ensure reliability and resource efficiency under malicious high-power interference originating from adversarial devices in high-mobility…
Synthetic aperture radar (SAR) on unmanned aerial vehicles (UAVs) enables high-resolution sensing in low-altitude wireless networks, while requiring reliable uplink data backhaul to ground base stations under dynamic channel conditions.…
The underlay cognitive radio-based hybrid radio frequency / free-space optical (RF / FSO) systems have been emerged as a promising technology due to its ability to eliminate spectrum scarcity and spectrum under-utilization problems.…
The use of Internet of Things (IoT) technologies is becoming a preferred solution for the assessment of tailings dams' safety. Real-time sensor monitoring proves to be a key tool for reducing the risk related to these ever-evolving…
In this paper, a multi-user multi-hop hybrid FSO / RF system is presented. This structure is consisted of two main parts. The main motivation of presenting this structure is communication in long-range impassable links or some specific…
Fiber to the Room (FTTR) is a next-generation access network designed to deliver high bandwidth, low latency, and room-level optical coverage. This paper presents a comprehensive analysis of the FTTR system architecture and protocol stack,…
Rate and diversity impose a fundamental trade-off in communications. This trade-off was investigated for flat-fading channels in [15] as well as for Inter-symbol Interference (ISI) channels in [1]. A different point of view was explored in…
Sequential intraday electricity trading allows photovoltaic (PV) operators to reduce imbalance settlement costs as forecasts improve throughout the day. Yet deployable trading policies must jointly handle forecast uncertainty, intraday…
In this paper, we put forth the idea of metaprism, a passive and non-reconfigurable metasurface acting as a metamirror with frequency-dependent reflecting properties within the signal bandwidth. We show that, with an appropriate design of…
Conventional digital beamforming for wideband multiuser orthogonal frequency-division multiplexing (OFDM) demands numerous power-hungry components, increasing hardware costs and complexity. By contrast, the stacked intelligent metasurfaces…
Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained by data scarcity arising from infrequent default events.…