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Intelligent reflecting surfaces (IRSs) have emerged as a promising wireless technology for the dynamic configuration and control of electromagnetic waves, thus creating a smart (programmable) radio environment. In this context, we study a…

Information Theory · Computer Science 2023-02-21 Christos N. Efrem , Ioannis Krikidis

The performance of all-optical dual-hop relayed free-space optical communication systems is analytically studied and evaluated. We consider the case when the total received signal undergoes turbulence-induced channel fading, modeled by the…

Information Theory · Computer Science 2018-10-18 Nikolaos I. Miridakis , Dimitrios D. Vergados , Angelos Michalas

Fourier Neural Operators (FNOs) have emerged as promising surrogates for partial differential equation solvers. In this work, we extensively tested FNOs on a variety of systems with non-linear and non-stationary properties, using a wide…

Computational Engineering, Finance, and Science · Computer Science 2025-11-13 Rad Haghi , Bipin Gaikwad , Abani Patra

In this paper, we investigate the modeling and design of intelligent reflecting surface (IRS)-assisted optical communication systems which are deployed to relax the line-of-sight (LOS) requirement in multi-link free space optical (FSO)…

Signal Processing · Electrical Eng. & Systems 2021-10-19 Hedieh Ajam , Marzieh Najafi , Vahid Jamali , Bernhard Schmauss , Robert Schober

We present a framework for hedging a portfolio of derivatives in the presence of market frictions such as transaction costs, market impact, liquidity constraints or risk limits using modern deep reinforcement machine learning methods. We…

Computational Finance · Quantitative Finance 2018-02-12 Hans Bühler , Lukas Gonon , Josef Teichmann , Ben Wood

We introduce and characterize the independent fluctuating two-ray (IFTR) fading model, a class of fading models consisting of two specular components which fluctuate independently, plus a diffuse component modeled as a complex Gaussian…

Information Theory · Computer Science 2022-05-12 Maryam Olyaee , José A. Cortés , F. Javier Lopez-Martinez , José F. Paris , Juan M. Romero-Jerez

A fundamental problem in the high-dimensional regression is to understand the tradeoff between type I and type II errors or, equivalently, false discovery rate (FDR) and power in variable selection. To address this important problem, we…

Statistics Theory · Mathematics 2020-10-30 Hua Wang , Yachong Yang , Zhiqi Bu , Weijie J. Su

Despite recent advancements in federated learning (FL) for medical image diagnosis, addressing data heterogeneity among clients remains a significant challenge for practical implementation. A primary hurdle in FL arises from the non-IID…

Machine Learning · Computer Science 2024-07-09 Pranab Sahoo , Ashutosh Tripathi , Sriparna Saha , Samrat Mondal

Radio-frequency (RF) front-end forms a critical part of any radio system, defining its cost as well as communication performance. However, these components frequently exhibit non-ideal behavior, referred to as impairments, due to the…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Mehmet Ali Aygul , Ebubekir Memisoglu , Huseyin Arslan

A novel mathematical framework is proposed to model Intersymbol Interference (ISI) phenomenon in wireless communication systems based on Orthogonal Frequency Division Multiplexing (OFDM) with or without cyclic prefix. The framework is based…

Signal Processing · Electrical Eng. & Systems 2019-08-26 Grzegorz Cisek , Tomasz P. Zieliński

This paper studies the general relationship between the gearing ratio of a Leveraged ETF and its corresponding expense ratio, viz., the investment management fees that are charged for the provision of this levered financial service. It must…

Theoretical Economics · Economics 2022-10-24 Alex Garivaltis

Reconfigurable intelligent surface (RIS) is a promising technology for establishing spectral- and energy-efficient wireless networks. In this paper, we study RIS-enhanced orthogonal frequency division multiplexing (OFDM) communications,…

Information Theory · Computer Science 2021-10-19 Jiancheng An , Chao Xu , Derrick Wing Kwan Ng , Chau Yuen , Lu Gan , Lajos Hanzo

The Secured Overnight Funding Rate (SOFR) is becoming the main Risk-Free Rate benchmark in US dollars, thus interest rate term structure models need to be updated to reflect the key features exhibited by the dynamics of SOFR and the forward…

Mathematical Finance · Quantitative Finance 2021-01-13 Karol Gellert , Erik Schlögl

Federated learning (FL) offers privacy-preserving decentralized machine learning, optimizing models at edge clients without sharing private data. Simultaneously, foundation models (FMs) have gained traction in the artificial intelligence…

Machine Learning · Computer Science 2023-10-06 Sixing Yu , J. Pablo Muñoz , Ali Jannesari

This paper addresses two major challenges in terahertz (THz) channel estimation: the beam-split phenomenon, i.e., beam misalignment because of frequency-independent analog beamformers, and computational complexity because of the usage of…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Ahmet M. Elbir , Wei Shi , Kumar Vijay Mishra , Symeon Chatzinotas

Intelligent reflecting surfaces (IRSs) have emerged as a promising technology to improve the efficiency of wireless communication systems. However, passive IRSs suffer from the ``multiplicative fading" effect, because the transmit signal…

Information Theory · Computer Science 2023-05-11 Zeyan Zhuang , Xin Zhang , Dongfang Xu , Shenghui Song

We present a novel approach to describing the microstructure of high frequency trading using two key elements. First we introduce a new notion of informed trader which we starkly contrast to current informed trader models. We describe the…

Trading and Market Microstructure · Quantitative Finance 2017-09-08 Rene Carmona , Kevin Webster

In this paper, we explore a dual-functional radar-communication (DFRC) system for achieving integrated sensing and communications (ISAC). The technique of orthogonal frequency division multiplexing (OFDM) is leveraged to overcome the…

Signal Processing · Electrical Eng. & Systems 2021-09-28 Xiaoyan Hu , Christos Masouros , Fan Liu , Ronald Nissel

Distributed energy resources (DERs) are playing an increasing role in ancillary services for the bulk grid, particularly in frequency regulation. In this paper, we propose a framework for collections of DERs, combined to form microgrids and…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Priyank Srivastava , Chin-Yao Chang , Jorge Cortes

Physical transceiver implementations for multiple-input multiple-output (MIMO) wireless communication systems suffer from transmit-RF (Tx-RF) impairments. In this paper, we study the effect on channel capacity and error-rate performance of…

Information Theory · Computer Science 2010-02-03 Christoph Studer , Markus Wenk , Andreas Burg