pwc-archive/papers-with-abstracts huggingface dataset:
A 3D Non-Stationary Geometry-Based Stochastic Model for Industrial Automation Wireless Communication Systems
Authors: Yuxiao Li, Cheng-Xiang Wang, Yang Liu
Date: 2021-08-14 00:00:00

Industrial automation is one of the key application scenarios of the fifth (5G) wireless communication network. The high requirements of industrial communication systems for latency and reliability lead to the need for industrial channel models to support massive multiple-input multipleoutput (MIMO) and millimeter wave communication. In addition, due to the complex environment, huge communication equipment, and numerous metal scatterers, industrial channels have special rich dense multipath components (DMCs). Considering these characteristics, a novel three dimensional (3D) non-stationary geometry-based stochastic model (GBSM) for industrial automation wireless channel is proposed in this paper. Channel characteristics including the transfer function, time-varying space-time-frequency correlation function (STFCF), and root mean square (RMS) delay spread, model parameters including delay scaling factor and power decay factor are studied and analyzed. Besides, according to the indoor factory scenario classification of the 3rd Generation Partnership Project (3GPP) TR 38.901, two sub-scenarios considering the clutter density are simulated. Simulated cumulative distribution functions (CDFs) of RMS delay spread show a good consistency with the measurement data.
A Novel 3D Non-Stationary GBSM for 6G THz Ultra-Massive MIMO Wireless Systems
Authors: Jun Wang, Cheng-Xiang Wang, Jie Huang, Haiming Wang, Xiqi Gao, Xiaohu You, Yang Hao
Date: 2021-08-14 00:00:00

Terahertz (THz) communication is now being considered as one of possible technologies for the sixth generation (6G) wireless communication systems. In this paper, a novel three-dimensional (3D) space-time-frequency non-stationary theoretical channel model is first proposed for 6G THz wireless communication systems employing ultra-massive multiple-input multiple-output (MIMO) technologies with long traveling paths. Considering frequency-dependent diffuse scattering, which is a special property of THz channels different from millimeter wave (mmWave) channels, the relative angles and delays of rays within one cluster will evolve in the frequency domain. Then, a corresponding simulation model is proposed with discrete angles calculated using the method of equal area (MEA). The statistical properties of the proposed theoretical and simulation models are derived and compared, showing good agreements. The accuracy and flexibility of the proposed simulation model are demonstrated by comparing the simulation results of the relative angle spread and root mean square (RMS) delay spread with corresponding measurements.
A 2D Non-Stationary Channel Model for Underwater Acoustic Communication Systems
Authors: Xiuming Zhu, Cheng-Xiang Wang, Ruofei Ma
Date: 2021-08-14 00:00:00

Underwater acoustic (UWA) communication plays a key role in the process of exploring and studying the ocean. In this paper, a modified non-stationary wideband channel model for UWA communication in shallow water scenarios is proposed. In this geometry-based stochastic model (GBSM), multiple motion effects, time-varying angles, distances, clusters' locations with the channel geometry, and the ultra-wideband property are considered, which makes the proposed model more realistic and capable of supporting long time/distance simulations. Some key statistical properties are investigated, including temporal autocorrelation function (ACF), power delay profile (PDP), average delay, and root mean square (RMS) delay spread. The impacts of multiple motion factors on temporal ACFs are analyzed. Simulation results show that the proposed model can mimic the non-stationarity of UWA channels. Finally, the proposed model is validated with measurement data.
Multi-Frequency Wireless Channel Measurements and Characteristics Analysis in Indoor Corridor Scenarios
Authors: ZiHao Zhou, Li Zhang, Xinyue Chen, Cheng-Xiang Wang, Jie Huang
Date: 2021-08-14 00:00:00

In this paper, we conduct wireless channel measurements in indoor corridor scenarios at 2.4, 5 and 6 GHz bands with bandwidth of 320 MHz. The measurement results of channel characteristics at different frequency bands such as average power delay profile (APDP), path loss (PL), delay spread (DS), and Ricean K factor (KF) are presented and analyzed. It is found that the PL exponent (PLE) and PL offset \beta in the floating-intercept (FI) model tend to increase with the increase of frequency. The DS and KF values of the three frequency bands in line of sight (LOS) scenario are basically the same. These results are significant for the design of communication systems.
Waveform Design and Performance Analysis for Full-Duplex Integrated Sensing and Communication
Authors: Zhiqiang Xiao, Yong Zeng
Date: 2021-08-14 00:00:00
Tasks: Integrated sensing and communication, ISAC

Integrated sensing and communication (ISAC) is a promising technology to fully utilize the precious spectrum and hardware in wireless systems, which has attracted significant attentions recently. This paper studies ISAC for the important and challenging monostatic setup, where one single ISAC node wishes to simultaneously sense a radar target while communicating with a communication receiver. Different from most existing schemes that rely on either radar-centric half-duplex (HD) pulsed transmission with information embedding that suffers from extremely low communication rate, or communication-centric waveform that suffers from degraded sensing performance, we propose a novel full-duplex (FD) ISAC scheme that utilizes the waiting time of conventional pulsed radars to transmit dedicated communication signals. Compared to radar-centric pulsed waveform with information embedding, the proposed design can drastically increase the communication rate, and also mitigate the sensing eclipsing and near-target blind range issues, as long as the self-interference (SI) is effectively suppressed. On the other hand, compared to communication-centric ISAC waveform, the proposed design has better auto-correlation property as it preserves the classic radar waveform for sensing. Performance analysis is developed by taking into account the residual SI, in terms of the probability of detection and ambiguity function for sensing, as well as the spectrum efficiency for communication. Numerical results are provided to show the significant performance gain of our proposed design over benchmark schemes.
Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory
Authors: Zuo Quan Xu
Date: 2021-08-16 00:00:00

This paper investigates a Pareto optimal insurance problem, where the insured maximizes her rank-dependent utility preference and the insurer is risk neutral and employs the mean-variance premium principle. To eliminate potential moral hazard issues, we only consider the so-called moral-hazard-free insurance contracts that obey the incentive compatibility constraint. The insurance problem is first formulated as a non-concave maximization problem involving Choquet expectation, then turned into a concave quantile optimization problem and finally solved by the calculus of variations method. The optimal contract is expressed by a second-order ordinary integro-differential equation with nonlocal operator. An effective numerical method is proposed to compute the optimal contract assuming the probability weighting function has a density. Also, we provide an example which is analytically solved.
$α$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs
Authors: Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita, Omar Kebiri
Date: 2021-08-16 00:00:00

In this article we propose a $\alpha$-hypergeometric model with uncertain volatility (UV) where we derive a worst-case scenario for option pricing. The approach is based on the connexion between a certain class of nonlinear partial differential equations of HJB-type (G-HJB equations), that govern the nonlinear expectation of the UV model and that provide an alternative to the difficult model calibration problem of UV models, and second-order backward stochastic differential equations (2BSDEs). Using asymptotic analysis for the G-HJB equation and the equivalent 2BSDE representation, we derive a limit model that provides an accurate description of the worst-case price scenario in cases when the bounds of the UV model are slowly varying. The analytical results are tested by numerical simulations using a deep learning based approximation of the underlying 2BSDE.
SquiggleFilter: An Accelerator for Portable Virus Detection
Authors: Tim Dunn, Harisankar Sadasivan, Jack Wadden, Kush Goliya, Kuan-Yu Chen, Reetuparna Das, David Blaauw, Satish Narayanasamy
Date: 2021-08-14 00:00:00
Tasks: Dynamic Time Warping, GPU

The MinION is a recent-to-market handheld nanopore sequencer. It can be used to determine the whole genome of a target virus in a biological sample. Its Read Until feature allows us to skip sequencing a majority of non-target reads (DNA/RNA fragments), which constitutes more than 99% of all reads in a typical sample. However, it does not have any on-board computing, which significantly limits its portability. We analyze the performance of a Read Until metagenomic pipeline for detecting target viruses and identifying strain-specific mutations. We find new sources of performance bottlenecks (basecaller in classification of a read) that are not addressed by past genomics accelerators. We present SquiggleFilter, a novel hardware accelerated dynamic time warping (DTW) based filter that directly analyzes MinION's raw squiggles and filters everything except target viral reads, thereby avoiding the expensive basecalling step. We show that our 14.3W 13.25mm2 accelerator has 274X greater throughput and 3481X lower latency than existing GPU-based solutions while consuming half the power, enabling Read Until for the next generation of nanopore sequencers.
Network medicine in ovarian cancer: Topological properties to drug discovery
Authors: Keilash Chirom, Md. Zubbair Malik, Pallavi Somvanshi, R. K. Brojen Singh
Date: 2021-08-15 00:00:00
Tasks: Drug Discovery

The investigation of topological properties of ovarian cancer network (OCN) and the roles of hubs involved in it by digging the network at various levels of organization are important to understand how OCN is organized to understand disease states. The OCN constructed from the experimentally verified genes exhibits fractal nature in the topological properties of the network and deeply rooted communities. Also, the network properties at all levels of organization obey one parameter scaling law which lacks centrality lethality rule. We then showed that $\langle k\rangle$ can be taken as a scaling parameter, where, power law exponent can be estimated from the ratio of network diameters, $\lambda=1+\rho\left[\frac{d_c}{d_k}\right]$. The betweenness centrality shows two distinct behaviors one shown by high degree hubs and the other by segregated low degree nodes. The $C_B$ distribution follows power law behavior with the exponent connected to exponents of distributions of high and low degree nodes by, $\theta\sim\left[1+\frac{1}{2}\left(\frac{1}{\epsilon_s}+\frac{1}{\epsilon_h}\right)(\lambda-1)\right]$. Absence of rich-club formation leads to the missing of a number of attractors in the network causing formation of weakly tied diverse functional modules to keep optimal network efficiency. The hubs knockout experiment shows that provincial hubs take major responsibility to keep network integrity and organization. The identified key regulators are found to be provincial and connector hubs. Further, two key regulators, EPCAM and CD44 are found to be maximally over expressed at various cancer stages (II-IV). They are also positively correlated with immune infiltrates (CD4+ T cells). Finally, few potential drugs are identified related to the key regulators.
Free Will: A New Formulation
Authors: Eric Sanchis
Date: 2021-08-05 00:00:00
Tasks: Decision Making, Philosophy

Free will is sometimes summarised in the philosophical literature as the subjective impression felt by an individual that he or she is the ultimate source or cause of his or her own choices. The two most common arguments for denying the existence of free will come from philosophy and neuroscience. The first argument is the Consequence Argument. The second asserts that our decisions are first made by the brain and only then become conscious to the subject, taking away the control of the decision. The purpose of these two arguments is to demonstrate that an individual cannot be the source or primary cause of his or her choices. It is shown in this work that the concepts of primary cause and primary source are not adequate to state a solid characterisation of free will. A new formulation of this property is proposed in which it is seen as a three-stage decision-making process implemented by an individual to escape his or her own real or supposed alienation. This decision-making process is represented in the form of a computer model called the PSU (Predictability - Suspension - Unpredictability) model. The compatibility of this new formulation of free will with the feeling it provides and the analysis of various situations are then discussed.
Cognitive factor forming an individual constituent in a driver model inferred from multiplicatory relationships between cognitive sub-factors
Authors: Firas Lethaus, Robert Kaul
Date: 2021-07-19 00:00:00

In order to reproduce human behaviour in dynamic traffic situations, a computational representation of the requisite mental processes used to carry out the complex driving tasks is required. A single cognitive factor has been developed and forms a crucial component in our driver model. This cognitive factor is composed of cognitive sub-factors: distraction, anticipation, stress, and strain. It has been defined such that these sub-factors have a multiplicatory relationship with one another. In addition, each of these sub-factors comprises the visual, auditory, tactile-kinetic, and verbal information channel individually. This results in a lattice-like network of relationships, which can be expanded modularly in horizontal and vertical directions. The conceptual topology and the characteristics of this multiplicatory, operation-based cognitive factor are presented.
Combining COVID-19 Vaccination with Social Distancing Measures
Authors: Evangelos F. Magirou
Date: 2021-08-16 00:00:00
Tasks: Epidemiology

We analyze an optimal control version of a simple SIR epidemiology model that includes a partially specified vaccination policy and takes into account fatigue from protracted application of social distancing measures. The model assumes demographic (age related) categories, and is otherwise homogeneous. Maximum capacity for vaccination is exogenous and the authorities select its allocation to the categories. They can also adopt measures to uniformly diminish the contact rate between infected and susceptible individuals at an economic cost. Total or partial immunity is modeled, while the contact rate is allowed to exhibit seasonality. We apply optimal control methods to minimize a cost index while guaranteeing that health system capacity is not exceeded. A reasonable parameter selection leads to policies specifying that vaccination priority should be given to the category with a higher demand for the limited health care resources regardless of cost variations among categories. Vaccination priority reverses if some demographic category has significantly higher mobility while for some parameter values vaccination alternates among categories. Optimal social distancing policies exhibit seasonality, and hence reducing susceptibles below the average spontaneous disease extinction level does not necessarily lead to a repeal of social distancing.
Open Problems in Human Trait Genetics
Authors: Nadav Brandes, Omer Weissbrod, Michal Linial
Date: 2021-08-15 00:00:00
Tasks: Diversity

Genetic studies of human traits have revolutionized our understanding of the variation between individuals, and opened the door for numerous breakthroughs in biology, medicine and other scientific fields. And yet, the ultimate promise of this area of research is still not fully realized. In this review, we highlight the major open problems that need to be solved to improve our understanding of the genetic variation underlying human traits, and by discussing these challenges provide a primer to the field. Our focus is on concrete analytical problems, both conceptual and technical in nature. We cover general issues in genetic studies such as population structure, epistasis and gene-environment interactions, data-related issues such as ethnic diversity and rare genetic variants, and specific challenges related to heritability estimates, genetic association studies and polygenic risk scores. We emphasize the interconnectedness of these open problems and suggest promising avenues to address them.
An Experimental-Design Perspective on Population Genetic Variation
Authors: Andre F. Ribeiro
Date: 2021-08-14 00:00:00
Tasks: Experimental Design, valid

We consider the hypothesis that Evolution promotes population-wide genome patterns that, under randomization, ensures the External Validity of adaptations across population members. An adaptation is Externally Valid (EV) if its effect holds under a wide range of population genetic variations. A prediction following the hypothesis is that pairwise base substitutions in segregating regions must be 'random' as in Erdos-Renyi-Gilbert random graphs, but with edge probabilities derived from Experimental-Design concepts. We demonstrate these probabilities, and consequent mutation rates, in the full-genomes of 2504 humans, 1135 flowering plants, 1170 flies, 453 domestic sheep and 1223 brown rats.
Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework
Authors: Zuo Quan Xu
Date: 2018-03-07 00:00:00

This paper investigates Pareto optimal (PO, for short) insurance contracts in a behavioral finance framework, in which the insured evaluates contracts by the rank-dependent utility (RDU) theory and the insurer by the expected value premium principle. The incentive compatibility constraint is taken into account, so the contracts are free of moral hazard. The problem is initially formulated as a non-concave maximization problem involving Choquet expectation, then turned into a quantile optimization problem and tackled by calculus of variations method. The optimal contracts are expressed by a double-obstacle ordinary differential equation for a semi-linear second-order elliptic operator with nonlocal boundary conditions. We provide a simple numerical scheme as well as a numerical example to calculate the optimal contracts. Let $\theta$ and $m_0$ denote the relative safety loading and the mass of the potential loss at 0. We find that every moral-hazard-free contract is optimal for infinitely many RDU insureds if $0<\theta<\frac{m_0}{1-m_0}$; by contrast, some contracts such as the full coverage contract are never optimal for any RDU insured if $\theta>\frac{m_0}{1-m_0}$. We also derive all the PO contracts when either the compensations or the retentions loss monotonicity.
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Authors: Matteo Michielon, Asma Khedher, Peter Spreij
Date: 2021-08-14 00:00:00

Risk-neutral default probabilities can be implied from credit default swap (CDS) market quotes. In practice, mid CDS quotes are used as inputs, as their risk-neutral counterparts are not observable. We show how to imply risk-neutral default probabilities from bid and ask quotes directly by means of formulating the CDS calibration problem to bid and ask market quotes within the conic finance framework. Assuming the risk-neutral distribution of the default time to be driven by a Poisson process we prove, under mild liquidity-related assumptions, that the calibration problem admits a unique solution that also allows to jointly calculate the implied liquidity of the market.
G3M Impermanent Loss Dynamics
Authors: Nassib Boueri
Date: 2021-08-14 00:00:00

Geometric Mean Market Makers (G3M) such as Uniswap, Sushiswap or Balancer are key building blocks of the nascent Decentralised Finance system. We establish non-arbitrage bounds for the wealth process of such Automated Market Makers in the presence of transaction fees and highlight the dynamic of their so-called Impermanent Losses, which are incurred due to negative convexity and essentially void the benefits of portfolio diversification within G3Ms. We then turn to empirical data to establish if transaction fee income has historically been high enough to offset Impermanent Losses and allow G3M investments to outperform their continually rebalanced constant-mix portfolio counterparts. It appears that the median liquidity pool had a net nil ROI when taking Impermanent Losses into account. The cross-sectional dispersion of ROI has however been high and the pool net ROI ranking has been significantly autocorrelated for several weeks. This suggests that G3M pools are not yet efficiently arbitraged as agents may access ex-ante knowledge of which G3M pools are likely to be far better investment proposals than others. We finally focus on the UniswapV3 protocol, which introduced the notion of concentrated liquidity ranges and show that such a position can be replicated by leveraging a classic UniswapV2 pool while simultaneously hedging part of the underlying token price exposition. As such, the herein described Impermanent Loss dynamics also apply to UniswapV3 pools.
Adaptive Gradient Descent Methods for Computing Implied Volatility
Authors: Yixiao Lu, Yihong Wang, Tinggan Yang
Date: 2021-08-16 00:00:00

In this paper, a new numerical method based on adaptive gradient descent optimizers is provided for computing the implied volatility from the Black-Scholes (B-S) option pricing model. It is shown that the new method is more accurate than the close form approximation. Compared with the Newton-Raphson method, the new method obtains a reliable rate of convergence and tends to be less sensitive to the beginning point.
Creating and Querying Personalized Versions of Wikidata on a Laptop
Authors: Hans Chalupsky, Pedro Szekely, Filip Ilievski, Daniel Garijo, Kartik Shenoy
Date: 2021-08-06 00:00:00
Tasks: Retrieval

Application developers today have three choices for exploiting the knowledge present in Wikidata: they can download the Wikidata dumps in JSON or RDF format, they can use the Wikidata API to get data about individual entities, or they can use the Wikidata SPARQL endpoint. None of these methods can support complex, yet common, query use cases, such as retrieval of large amounts of data or aggregations over large fractions of Wikidata. This paper introduces KGTK Kypher, a query language and processor that allows users to create personalized variants of Wikidata on a laptop. We present several use cases that illustrate the types of analyses that Kypher enables users to run on the full Wikidata KG on a laptop, combining data from external resources such as DBpedia. The Kypher queries for these use cases run much faster on a laptop than the equivalent SPARQL queries on a Wikidata clone running on a powerful server with 24h time-out limits.