pwc-archive/papers-with-abstracts huggingface dataset:
Dynamics and Stability of Meshed Multiterminal HVDC Networks
Date: 2018-10-30 00:00:00

This paper investigates the existence of an equilibrium point in
multiterminal HVDC (MT-HVDC) grids, assesses its uniqueness and defines
conditions to ensure its stability. An offshore MT-HVDC system including two
wind farms is selected as application test case. At first, a generalized
dynamic model of the network is proposed, using hypergraph theory. Such model
captures the frequency dependence of transmission lines and cables, it is
non-linear due to the constant power behavior of the converter terminals using
droop regulation, and presents a suitable degree of simplifications of the MMC
converters, under given conditions, to allow system level studies over
potentially large networks. Based on this model, the existence and uniqueness
of the equilibrium point is demonstrated by returning the analysis to a
load-flow problem and using the Banach fixed point theorem. Additionally, the
stability of the equilibrium is analyzed by obtaining a Lyapunov function by
the Krasovskii's theorem. Computational results obtained for the selected 4
terminals MT-HVDC grid corroborate the requirement for the existence and
stability of the equilibrium point.
Cellular and WiFi Co-design for 5G User Equipment
Date: 2018-03-19 00:00:00

Motivated by providing solutions to design challenges of coexisting cellular
and WiFi for future 5G application scenarios, this paper, first, conducts an
in-depth investigation of current technological trends of 5G from user
equipment (UE) design perspective, and then presents a cost-effective
cellular-WiFi design methodology based on the new distributed phased array MIMO
(DPA-MIMO) architecture for practical 5G UE devices as an example. Furthermore,
additional 5G cellular-WiFi application scenarios and co-operation details
within 5G heterogeneous networks are unveiled on top of the said cellular-WiFi
co-enabled 5G UE design.
Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling
Date: 2018-03-22 00:00:00
Tasks: Time Series, Time Series Analysis

This paper proposes a new integrated variance estimator based on order
statistics within the framework of jump-diffusion models. Its ability to
disentangle the integrated variance from the total process quadratic variation
is confirmed by both simulated and empirical tests. For practical purposes, we
introduce an iterative algorithm to estimate the time-varying volatility and
the occurred jumps of log-return time series. Such estimates enable the
definition of a new market risk model for the Value at Risk forecasting. We
show empirically that this procedure outperforms the standard historical
simulation method applying standard back-testing approach.
Spatial risk measures and rate of spatial diversification
Date: 2019-06-28 00:00:00

An accurate assessment of the risk of extreme environmental events is of
great importance for populations, authorities and the
banking/insurance/reinsurance industry. Koch (2017) introduced a notion of
spatial risk measure and a corresponding set of axioms which are well suited to
analyze the risk due to events having a spatial extent, precisely such as
environmental phenomena. The axiom of asymptotic spatial homogeneity is of
particular interest since it allows one to quantify the rate of spatial
diversification when the region under consideration becomes large. In this
paper, we first investigate the general concepts of spatial risk measures and
corresponding axioms further and thoroughly explain the usefulness of this
theory for both actuarial science and practice. Second, in the case of a
general cost field, we give sufficient conditions such that spatial risk
measures associated with expectation, variance, Value-at-Risk as well as
expected shortfall and induced by this cost field satisfy the axioms of
asymptotic spatial homogeneity of order $0$, $-2$, $-1$ and $-1$, respectively.
Last but not least, in the case where the cost field is a function of a
max-stable random field, we provide conditions on both the function and the
max-stable field ensuring the latter properties. Max-stable random fields are
relevant when assessing the risk of extreme events since they appear as a
natural extension of multivariate extreme-value theory to the level of random
fields. Overall, this paper improves our understanding of spatial risk measures
as well as of their properties with respect to the space variable and
generalizes many results obtained in Koch (2017).
Fear Universality and Doubt in Asset price movements
Date: 2018-03-19 00:00:00

We take a look the changes of different asset prices over variable periods,
using both traditional and spectral methods, and discover universality
phenomena which hold (in some cases) across asset classes.
Antimicrobial resistance and use, and rates of hospitalization associated with bacterial infections, including sepsis
Date: 2018-03-19 00:00:00
Tasks: Epidemiology

While the mechanisms and quantitative details are complex, few analysts would
doubt that antibiotic use increases the prevalence of drug-resistant bacterial
pathogens among all bacteria causing disease in a population. The causal
connection between antibiotic use and the total incidence of severe bacterial
infections, possibly mediated by antibiotic resistance, is less clearly
established. The increasing burden of severe bacterial infections and their
sequelae, particularly sepsis, in the United States and other countries, calls
out for an explanation. In this Perspective we consider the evidence bearing on
the hypothesis that prevalence of antibiotic resistance and levels of
antibiotic use are important contributors to the rates of sepsis
hospitalizations and other outcomes with bacterial etiology. In the process, we
discuss the consequences of resistance to/use of commonly prescribed
antibiotics, including fluoroquinolones, and provide a comparison of the
epidemiology of antibiotic use/resistance and severe outcomes associated with
infections with bacterial pathogens, particularly Escherichia coli,
methicillin-resistant Staphylococcus aureus (MRSA), and Clostridium Difficile
in the UK vs. US.
Idiosyncratic choice bias in decision tasks naturally emerges from neuronal network dynamics
Date: 2018-03-19 00:00:00

Idiosyncratic tendency to choose one alternative over others in the absence
of an identified reason, is a common observation in two-alternative
forced-choice experiments. It is tempting to account for it as resulting from
the (unknown) participant-specific history and thus treat it as a measurement
noise. Indeed, idiosyncratic choice biases are typically considered as
nuisance. Care is taken to account for them by adding an ad-hoc bias parameter
or by counterbalancing the choices to average them out. Here we quantify
idiosyncratic choice biases in a perceptual discrimination task and a motor
task. We report substantial and significant biases in both cases. Then, we
present theoretical evidence that even in idealized experiments, in which the
settings are symmetric, idiosyncratic choice bias is expected to emerge from
the dynamics of competing neuronal networks. We thus argue that idiosyncratic
choice bias reflects the microscopic dynamics of choice and therefore is
virtually inevitable in any comparison or decision task.
Mixing LSMC and PDE Methods to Price Bermudan Options
Authors: David Farahany, Kenneth Jackson, Sebastian Jaimungal
Date: 2018-03-20 00:00:00

We develop a mixed least squares Monte Carlo-partial differential equation (LSMC-PDE) method for pricing Bermudan style options on assets whose volatility is stochastic. The algorithm is formulated for an arbitrary number of assets and volatility processes and we prove the algorithm converges almost surely for a class of models. We also discuss two methods to improve the algorithm's computational complexity. Our numerical examples focus on the single ($2d$) and multi-dimensional ($4d$) Heston models and we compare our hybrid algorithm with classical LSMC approaches. In each case, we find that the hybrid algorithm outperforms standard LSMC in terms of estimating prices and optimal exercise boundaries.
Burst Synchronization in A Scale-Free Neuronal Network with Inhibitory Spike-Timing-Dependent Plasticity
Date: 2018-08-20 00:00:00

We are concerned about burst synchronization (BS), related to neural
information processes in health and disease, in the Barab\'{a}si-Albert
scale-free network (SFN) composed of inhibitory bursting Hindmarsh-Rose
neurons. This inhibitory neuronal population has adaptive dynamic synaptic
strengths governed by the inhibitory spike-timing-dependent plasticity (iSTDP).
In previous works without considering iSTDP, BS was found to appear in a range
of noise intensities for fixed synaptic inhibition strengths. In contrast, in
our present work, we take into consideration iSTDP and investigate its effect
on BS by varying the noise intensity. Our new main result is to find occurrence
of a Matthew effect in inhibitory synaptic plasticity: good BS gets better via
LTD, while bad BS get worse via LTP. This kind of Matthew effect in inhibitory
synaptic plasticity is in contrast to that in excitatory synaptic plasticity
where good (bad) synchronization gets better (worse) via LTP (LTD). We note
that, due to inhibition, the roles of LTD and LTP in inhibitory synaptic
plasticity are reversed in comparison with those in excitatory synaptic
plasticity. Moreover, emergences of LTD and LTP of synaptic inhibition
strengths are intensively investigated via a microscopic method based on the
distributions of time delays between the pre- and the post-synaptic burst onset
times. Finally, in the presence of iSTDP we investigate the effects of network
architecture on BS by varying the symmetric attachment degree $l^*$ and the
asymmetry parameter $\Delta l$ in the SFN.
Estimating Participation Factors and Mode Shapes for Electromechanical Oscillations in Ambient Conditions
Date: 2018-03-20 00:00:00

In this paper, a new technique is applied to conduct mode identification
using ambient measurement data. The proposed hybrid measurement- and
model-based method can accurately estimate the system state matrix in ambient
conditions, the eigenvalues and eigenvectors of which readily provide all the
modal knowledge including frequencies, damping ratios, mode shapes, and more
importantly, participation factors. Numerical simulations show that the
proposed technique is able to provide accurate estimation of modal knowledge
for all modes. In addition, the discrepancy between the participation factor
and the mode shape is shown through a numerical example, demonstrating that
using the mode shape may not effectively pinpoint the best location for damping
control. Therefore, the proposed technique capable of estimating participation
factors may greatly facilitate designing damping controls.
Polarization and Index Modulations: a Theoretical and Practical Perspective
Date: 2018-03-20 00:00:00
Tasks: Benchmarking, Navigate

Radiocommunication systems have evolved significantly in recent years in
order to meet present and future demands. Historically, time, frequency and
more recently, spatial dimensions have been used to improve capacity and
robustness. Paradoxically, radiocommunications that leverage the polarization
dimension have not evolved at the same pace. In particular, these
communications are widely used by satellites, where several streams are
multiplexed in each orthogonal polarization. Current communication trends
advocate for simplifying and unifying different frameworks in order to increase
flexibility and address future needs. Due to this, systems that do not require
channel information are progressively gaining traction. This dissertation aims
at challenging this perspective and promoting the use of polarization in new
radiocommunication systems. Consequently, the goal of this thesis is twofold:
first, we aim at increasing the current capacity of point-to-point and
point-to-multipoint links. Secondly, we introduce new mechanisms to increase
the robustness of communications in particularly hostile environments. In this
context, this thesis advocates for the use of polarization as a dimension to be
exploited in radiocommunications. In addition to the use of polarization, index
modulations help increase transmission rates whilst improving robustness
against errors and imperfections with a low computational complexity. Thus, the
study of polarization in these systems is essential. This dissertation explores
primordial aspects in this area, such as channel capacity, transmitter and
receiver design and performance benchmarking with current systems. Finally, we
identify and discuss various characteristic aspects of polarization. In this
thesis, the reader will navigate the mathematical foundations of the proposed
concepts as well as their implementation in real-life scenarios.
Capacity Analysis of Index Modulations over Spatial, Polarization and Frequency Dimensions
Date: 2018-03-20 00:00:00

Determining the capacity of a modulation scheme is a fundamental topic of
interest. Index Modulations (IM), such as Spatial Modulation (SMod), Polarized
Modulation (PMod) or Frequency Index Modulation (FMod), are widely studied in
the literature. However, finding a closed-form analytical expression for their
capacity still remains an open topic. In this paper, we formulate closed-form
expressions for the instantaneous capacity of IM, together with its $2$nd and
$4$th order approximations. We show that, in average, the $2$nd approximation
error tends to zero for low Signal to Noise Ratio (SNR) and is
$o\left(\textrm{SNR}\right)$. Also, a detailed analysis of the ergodic capacity
over Rayleigh, Rice and Nakagami-$m$ channel distributions is provided. As
application of the capacity analysis, we leverage the proposed expressions to
compute the ergodic capacities of SMod for different antenna configuration and
correlations, PMod for different channel components and conditions, and FMod
for different frequency separations.
Dual Polarized Modulation and Reception for Next Generation Mobile Satellite Communications
Date: 2018-03-20 00:00:00

This paper presents the novel application of Polarized Modulation (PMod) for
increasing the throughput in mobile satellite transmissions. One of the major
drawbacks in mobile satellite communications is the fact that the power budget
is often restrictive, making unaffordable to improve the spectral efficiency
without an increment of transmitted power. By using dual polarized antennas in
the transmitter and receiver, the PMod technique achieves an improvement in
throughput of up to $100$\% with respect to existing deployments, with an
increase of less than $1$ dB at low \ebn regime. Additionally, the proposed
scheme implies minimum hardware modifications with respect to the existing dual
polarized systems and does not require additional channel state information at
the transmitter; thus it can be used in current deployments. Demodulation (i.e.
detection and decoding) alternatives, with different processing complexity and
performance, are studied. The results are validated in a typical mobile
interactive scenario, the newest version of TS 102 744 standard (Broadband
Global Area Network (BGAN)), which aims to provide interactive mobile satellite
communications.
Rapid Prototyping of Standard-Compliant Visible Light Communications System
Date: 2018-03-20 00:00:00

This article describes the implementation of a prototype visible light
communications system based on the IEEE 802.15.7 standard using low-cost
commercial off-the-shelf analog devices. The aim of this article is to show
that this standard provides a framework that could promote the introduction of
applications into the market. Thus, these specifications could be further
developed, reducing the gap between the industry and research communities. The
implemented prototype makes use of software defined radio platforms to
interface between the analog devices and the computer where the signal
processing is performed. The use of this concept provides the system with
enough flexibility and modularity to include new features in the prototype
without requiring long development time.
Link Adaptation Algorithms for Dual Polarization Mobile Satellite Systems
Date: 2018-03-20 00:00:00

The use of dual polarization in mobile satellite systems is very promising as
a means for increasing the transmission capacity. In this paper we study a
system which uses simultaneously two orthogonal polarizations in order to
communicate with the users. The application of MIMO signal processing
techniques along with Adaptive Coding and Modulation in the forward link can
provide remarkable throughput gains up to 100 % when compared with the single
polarization system. The gateway is allowed to vary the MIMO and Modulation and
Coding Schemes for each frame. The selection is done by means of a link
adaptation algorithm which uses a tunable margin to achieve a prede ned target
Frame Error Rate.
Advanced Signal Processing Techniques for Fixed and Mobile Satellite Communications
Date: 2018-03-20 00:00:00
Tasks: Diversity

Enabling ultra fast systems has been widely investigated during recent
decades. Although polarization has been deployed from the beginning in
satellite communications, nowadays it is being exploited to increase the
throughput of satellite links. More precisely, the application of diversity
techniques to the polarization domain may provide reliable, robust, and fast
satellite communications. Better and more flexible spectrum use is also
possible if transmission and reception can take place simultaneously in close
or even overlapping frequency bands. In this paper we investigate novel signal
processing techniques to increase the throughput of satellite communications in
fixed and mobile scenarios. First, we investigate four-dimensional (4D)
constellations for the forward link. Second, we focus on the mobile scenario
and introduce an adaptive algorithm which selects the optimal tuple of
modulation order, coding rate, and MIMO scheme that maximizes the throughput
constraint to a maximum packet error rate. Finally, we describe the operation
of radio transceivers which cancel actively the self-interference posed by the
transmit signal when operating in full-duplex mode.
NOMA Assisted Joint Broadcast and Multicast Transmission in 5G Networks
Date: 2018-03-20 00:00:00

In this paper, we employ the non-orthogonal multiple access (NOMA) technique
to convey joint broadcast and multicast streams to a set of users. Thanks to
the spatial beamforming, different groups of users is able to receive different
streams in addition to the common broadcast information. With the proposed
scheme, the same time-frequency resources can be shared between different
streams, without requiring additional bandwidth. The transmitter implementation
is presented and two receiver classes are considered based on Successive
Interference Cancellation (SIC) and Joint Decoding (JD) approaches. In addition
to the performance assessment via simulation, a real hardware proof of concept
implementation of the proposed technique is performed in order to show the
practical viability of the proposed scheme.
Pushing for higher rates and efficiency in Satcom: the different perspectives within SatNExIV
Date: 2018-03-20 00:00:00

SatNEx IV project aims at studying medium and long term directions of
satellite telecommunication systems for any of the commercial or institutional
applications that can be considered appealing by key players although still not
mature enough for attracting industry or initiating dedicated ESA R&D
activities. This paper summarizes the first year activities identified as very
promising techniques for next generation satellite communication systems.
Concretely, very high throughput satellite trunking, physical layer advances
for full-duplex and multipolarization systems, network coding applications and
multiple access schemes for information centric networking are briefly
presented. For all the activities, we identify the scenarios under study so as
the preliminary technical solutions to be further investigated.
Dual Polarized Modulation and Receivers for Mobile Communications in Urban Areas
Date: 2018-03-20 00:00:00

Achieving an increase in the spectral efficiency (SE) has always been a major
driver in the design of communication systems. The use of MIMO techniques in
mobile communications has achieved significant benefits in improving the system
throughput. The basic underlying concept of MIMO is to exploit the signal and
channel characteristics to eliminate interference between multiple
transmissions. Departing from the work carried out under the industrial
projects \cite{NGW,Henarejos}, we extend the results provided in their
respective reports. The goal is to increase the SE without an increment of
radiated energy without any Channel State Information at Transmitter (CSIT) and
feedback at the transmitter and maintaining a very low computational complexity
at the receiver. Although a priori additional power is required to increase the
SE, we demonstrate that the proposed Polarized Modulation (PMod) scheme
exploits the polarization diversity reducing the required EbN0 and adding an
extra bit. We also introduce two receivers to demodulate this scheme of
different computational complexities. We describe a Near Optimal Detector (NOD)
which achieves almost the same performance as the optimal detector based on the
Maximum Likelihood Detection (MLD), but with lower computational complexity.
Finally, the results demonstrate that the PMod requires less EbN0 compared with
the single polarization case, guarantees the robustness in the presence of the
cross-polarization and validates that PMod can multiplex two streams of
different Quality of Service (QoS).
Forward Link Interference Mitigation in Mobile Interactive Satellite Systems
Date: 2018-03-20 00:00:00

We present the results of the performance evaluation of polarization-time
coding and soft interference cancellation in multi-beam satellite systems
affected by co-channel interference in realistic setups. The standard of
Broadband Global Area Network service (BGAN) has been considered as reference
for the physical layer and realistic interference and channel models have been
adopted. The work has been carried out in the framework of the Next Generation
Waveform for Increased Spectral Efficiency (NGWISE) project founded by the
European Space Agency (ESA).
An SDR Implementation of a Visible Light Communication System Based on the IEEE 802.15.7 Standard
Date: 2018-03-20 00:00:00

The aim of this paper is to present an implementation of a functional IEEE
802.15.7 real-time testbed based on the Software Defined Radio (SDR) concept.
This implementation is built with low cost commercial off-the-shelf (COTS)
analog devices and the use of Universal Software Radio Peripheral version 2
(USRP2) equipment combined with a generic object-oriented framework that takes
advantage of several open source software libraries. The prototype is validated
in a controlled laboratory environment with an over-the-air measurement
campaign.