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Advances in multi-channel resource allocation : throughput, delay, and complexity / / Bo Ji, Xiaojun Lin, Ness B. Shroff
| Advances in multi-channel resource allocation : throughput, delay, and complexity / / Bo Ji, Xiaojun Lin, Ness B. Shroff |
| Autore | Ji Bo <1982-, > |
| Pubbl/distr/stampa | [San Rafael, California] : , : Morgan & Claypool, , 2017 |
| Descrizione fisica | 1 online resource (132 pages) : illustrations (some color) |
| Disciplina | 384.54524 |
| Collana | Synthesis lectures on communication networks |
| Soggetto topico | Radio resource management (Wireless communications) |
| Soggetto non controllato |
multi-channel
wireless networks resource allocation scheduling utility maximization throughput delay low-complexity performance guarantee CSMA |
| ISBN | 1-62705-983-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
1. Overview --
2. Intra-cell scheduling -- 2.1 Introduction -- 2.2 A simple system model -- 2.3 Pitfalls of the classical MaxWeight policy -- 2.4 Queue-length-based approaches -- 2.5 Delay-based approaches -- 2.6 Intuition of achieving optimality -- 2.7 Rate-function delay optimality -- 2.7.1 Assumptions on the arrival processes -- 2.7.2 Upper bound on the delay rate-function -- 2.7.3 Sufficient condition of rate-function delay optimality -- 2.7.4 Dominance property: frame-based scheduling and perfect matching -- 2.7.5 Vector matching in bipartite graphs -- 2.7.6 Proof sketch of rate-function delay optimality -- 2.8 Throughput optimality -- 2.8.1 Optimal throughput region -- 2.8.2 Sufficient condition of throughput optimality -- 2.9 Scheduling policies -- 2.9.1 Rate-function delay-optimal policies (DWM and DWM-n) -- 2.9.2 Throughput-optimal policies (DWM and d-MWS) -- 2.9.3 Low-complexity hybrid policies -- 2.10 Near-optimal delay rate-function -- 2.10.1 Delay-based server-side greedy -- 2.10.2 Main result and intuition -- 2.10.3 Equivalence property: delay-based queue-side-greedy -- 2.11 Simulations -- 2.12 Conclusion -- 3. Network-wide scheduling -- 3.1 Introduction -- 3.2 Single-channel solutions based on MaxWeight -- 3.2.1 A simple network model -- 3.2.2 The MaxWeight algorithm -- 3.2.3 Low-complexity approximations to MaxWeight -- 3.2.4 Single-channel CSMA algorithms -- 3.3 Using multiple channels -- 3.3.1 Independent CSMA chains across channels -- 3.3.2 Complementary schedules across channels: a departure from -- MaxWeight -- 3.3.3 What to do if there is only one physical channel? -- 3.3.4 The notion of delay -- 3.3.5 Utility-maximization vs. throughput-maximization -- 3.4 Multi-channel CSMA algorithm -- 3.5 throughput/delay/complexity analysis -- 3.5.1 Utility optimality -- 3.5.2 Delay performance -- 3.5.3 Computational complexity and communication overhead -- 3.5.4 VMC-CSMA under exogenous packet arrivals -- 3.6 Implementation -- 3.7 Performance evaluation -- 3.8 Inter-cell coordination in OFDM systems -- 3.8.1 Model for an OFDM multi-cell system -- 3.8.2 Distributed algorithms based on multi-channel Gibbs sampling -- 3.9 Conclusion -- 3.10 Additional notes -- Bibliography -- Authors' biographies. |
| Record Nr. | UNINA-9910151959403321 |
Ji Bo <1982-, >
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| [San Rafael, California] : , : Morgan & Claypool, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Efficiency and Anomalies in Stock Markets
| Efficiency and Anomalies in Stock Markets |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (232 p.) |
| Soggetto topico | Development economics and emerging economies |
| Soggetto non controllato |
anchoring
anomalies anomaly applications Asian market Autoregressive Model Behavioral Finance behavioral models BM effect bubbles calendar anomalies causality China stock market cointegration convertible bond copulas covariance Disposition Effect diversification dynamic models economic growth economic policy uncertainty efficient market emerging market emerging markets EMH Equity Premium Puzzle finance financial constraints financial development frequency-domain roiling causality future economic growth G7 market herd effect indifference curves KSE Pakistan liquidity proxy market efficiency Momentum Effect moving average news non-Gaussian error nonlinearity Omega ratio open interest ostrich effect overconfidence performance measures portfolio optimization portfolio selection price impact Put-Call Ratio random walk real exchange rate realized volatility risk averters risk measures risk seekers robust estimation size and value premiums stochastic dominance stock market stock performance technical analysis the size effect three-factor model Threshold Autoregressive Model trading rules transaction cost two-moment decision models unit root utility utility maximization value premium volatility volume Winner-Loser Effect |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674048203321 |
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Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Measures with Applications in Finance and Economics / Michael McAleer, Wing-Keung Wong
| Risk Measures with Applications in Finance and Economics / Michael McAleer, Wing-Keung Wong |
| Autore | McAleer Michael |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (536 p.) |
| Soggetto non controllato |
risk assessment
VIX business groups SHARE asymptotic approximation European stock markets whole life insurance dynamic hedging risk-neutral distribution cooperative banks Data Envelopment Analysis (DEA) group-affiliated early warning system factor models smoothing process GMC falsified products S&P 500 index options credit derivatives corporate sustainability term life insurance risk management crude oil financial stability social efficiency dynamic conditional correlation emerging market out-of-sample forecast financial crisis binomial tree news release green energy perceived usefulness Bayesian approach two-level optimization probability of default bank risk SYMBOL information asymmetry CoVaR probabilistic cash flow japonica rice production bank profitability Monte Carlo Simulations gain-loss ratio coherent risk measures Mezzanine Financing national health system option value conscientiousness online purchase intention Slovak enterprises spot and futures prices liquidity premium institutional voids utility random forests bankruptcy optimizing financial model sustainable food security system dynamic panel co-dependence modelling financial performance time-varying correlations Project Financing future health risk generalized autoregressive score functions volatility spillovers financial risks simulations life insurance emotion finance risk markov regime switching diversification production frontier function Granger causality health risk risks mitigation returns and volatility sadness low-income country the sudden stop of capital inflow bank failure China’s food policy objective health status IPO underpricing polarity climate change stock return volatility sentiment analysis empirical process full BEKK stochastic frontier model perceived ease of use volatility transmission openness to experience sustainability low carbon targets quasi likelihood ratio (QLR) test banking regulation sustainable development specification testing fossil fuels time-varying copula function tree structures monthly CPI data coal cartel regular vine copulas sustainability of economic recovery ANN EGARCH-m financial security leniency program financial hazard map uncertainty termination causal path stakeholder theory technological progress banking investment horizon regression model two-level CES function joy the optimal scale of foreign exchange reserve carbon emissions stochastic volatility B-splines self-perceived health sovereign credit default swap (SCDS) RV5MIN utility maximization credit risk policy simulation socially responsible investment portfolio selection scientific verification European banking system risk-free rate wild bootstrap medication investment profitability Amihud’s illiquidity ratio multivariate regime-switching inflation forecast risk aversion market timing need hierarchy theory variance diagonal BEKK conjugate prior risk moving averages financial risk risk measures |
| ISBN |
9783038974444
3038974447 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346660703321 |
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McAleer Michael
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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