Related papers: Structural Misalignment in Financial Transmission …
In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…
The recent advancements in machine learning (ML) have demonstrated the potential for providing a powerful solution to build complex prediction systems in a short time. However, in highly regulated industries, such as the financial…
Feature embedding learning and feature interaction modeling are two crucial components of deep models for Click-Through Rate (CTR) prediction. Most existing deep CTR models suffer from the following three problems. First, feature…
Intelligent reflecting surface (IRS) is a promising solution to enhance the wireless communication capacity both cost-effectively and energy-efficiently, by properly altering the signal propagation via tuning a large number of passive…
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…
With the increasing availability of Foundation Models, federated tuning has garnered attention in the field of federated learning, utilizing data and computation resources from multiple clients to collaboratively fine-tune foundation…
Transaction ordering attacks extract billions of dollars annually from decentralized finance users in the form of Maximal Extractable Value (MEV). Byzantine Fault-Tolerant (BFT) consensus protocols guarantee total order but place no…
This work proposes a novel hybrid RF/FSO system based on a game theoretic spectrum trading process. It is assumed that no RF spectrum is preallocated to the FSO link and only when the link availability is severely impaired by the infrequent…
Radio-frequency (RF) impairments, that exist intimately in wireless communications systems, can severely degrade the performance of traditional multiple-input multiple-output (MIMO) systems. Although compensation schemes can cancel out part…
Orthogonal time frequency space (OTFS) offers significant advantages in managing mobility for both wireless sensing and communication systems, making it a promising candidate for dual-functional radar-communication (DFRC). However, the…
In this paper, we investigate a distributed multi-input multi-output and orthogonal frequency division multiplexing (MIMO-OFDM) dual-function radar-communication (DFRC) system, which enables simultaneous communication and sensing in…
In the Constrained Fault-Tolerant Resource Allocation (FTRA) problem, we are given a set of sites containing facilities as resources, and a set of clients accessing these resources. Specifically, each site i is allowed to open at most R_i…
This paper investigates sequential flexibility markets consisting of a first market layer for distribution system operators (DSOs) to procure local flexibility to resolve their own needs (e.g., congestion management) followed by a second…
Radio-frequency (RF) impairments, which intimately exist in wireless communication systems, can severely limit the performance of multiple-input multiple-output (MIMO) systems. Although we can resort to compensation schemes to mitigate part…
In Part II of this two-part paper, we analyze the marginal prices derived in Part I of this two-part paper within a robust optimization framework. The load and generation are priced at Locational Marginal Price (LMP) while the uncertainty…
Due to its ability of significantly improving data rate, intelligent reflecting surface (IRS) will be a potential crucial technique for the future generation wireless networks like 6G. In this paper, we will focus on the analysis of degree…
Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…
This paper initiates the study of fault resilient network structures that mix two orthogonal protection mechanisms: (a) {\em backup}, namely, augmenting the structure with many (redundant) low-cost but fault-prone components, and (b) {\em…
The theory of Optimal Transport (OT) and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice. MOT considers the…
Digital Twins (DTs) represent digital counterparts of physical systems, assets, or processes, referred to as the actual twin (AT). DTs integrate heterogeneous data, models, and semantic technologies to support monitoring, simulation,…