Related papers: Structural Misalignment in Financial Transmission …
There has recently been growing interest in the development of financial storage rights for energy storage systems as instruments akin to their transmission counterparts as a means to not only distribute congestion rents, but also to…
Renewable generators must commit to day-ahead market bids despite uncertainty in both production and real-time prices. While forecasts provide valuable guidance, rare and unpredictable extreme events (so-called black swans) can cause…
Coherent Optical Orthogonal Frequency Division Multiplexing (CO-OFDM) based Elastic Optical Network (EON) is one of the emerging technologies being considered for next generation high data rate optical network systems. Routing and Spectrum…
Delay alignment modulation (DAM) has been recently proposed to enable manipulable channel delay spread for efficient single- or multi-carrier communications. In particular, with perfect delay alignment, inter-symbol interference (ISI) can…
A common practice in empirical finance is to construct calendar-aligned panels that implicitly treat all instruments as having existed for the full observation period. When securities with different listing histories are combined without…
Asynchronous trading in high-frequency financial markets introduces significant biases into econometric analysis, distorting risk estimates and leading to suboptimal portfolio decisions. Existing synchronization methods, such as the…
Cascading failure causes a major risk to society currently. To effectively mitigate the risk, dynamic thermal rating (DTR) technique can be applied as a cost-effective strategy to exploit potential transmission capability. From the…
Hedging a portfolio containing autocallable notes presents unique challenges due to the complex risk profile of these financial instruments. In addition to hedging, pricing these notes, particularly when multiple underlying assets are…
We introduce a new class of fading channels, built as the superposition of two fluctuating specular components with random phases, plus a clustering of scattered waves: the Multi-cluster Fluctuating Two-Ray (MFTR) fading channel. The MFTR…
In this paper, we investigate the performance of multiple-input multiple-output (MIMO) fading channels assisted by a reconfigurable intelligent surface (RIS), through the employment of partition-based RIS schemes. The proposed schemes are…
Timely updating of Internet of Things data is crucial for achieving immersion in vehicular metaverse services. However, challenges such as latency caused by massive data transmissions, privacy risks associated with user data, and…
Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such transfers often fail to close structural preference gaps. This…
Faster-Than-Nyquist (FTN) Signalling is a non-orthogonal transmission scheme that violates the Nyquist zero-ISI criterion providing higher throughput and better spectral efficiency than a Nyquist transmission scheme. In this thesis, the…
Less than truckload shipping plays a critical role in modern supply chains by consolidating freight from multiple shippers into shared vehicles. Despite its operational flexibility and potential sustainability benefits, the LTL sector faces…
Fault-tolerant routing (FTR) in Networks-on-Chip (NoCs) has become a common practice to sustain the performance of multi-core systems with an increasing number of faults on a chip. On the other hand, usage of third-party intellectual…
Motivated by empirical observations on the interplay of trends and reversion, a lattice gas model of financial markets is presented. The shares of an asset are modeled by gas molecules that are distributed across a hidden social network of…
In-band full-duplex transmission allows a relay station to theoretically double its spectral efficiency by simultaneously receiving and transmitting in the same frequency band, when compared to the traditional half-duplex or out-of-band…
In this work, the performance analysis of a dual-hop relay transmission system composed of asymmetric radio-frequency (RF)/free-space optical (FSO) links with pointing errors is presented. More specifically, we build on the system model…
This paper studies the massive MIMO full-duplex relaying (MM-FDR), where multiple source-destination pairs communicate simultaneously with the help of a common full-duplex relay equipped with very large antenna arrays. Different from the…
This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are complements in empirical…