The last few years have witnessed a tremendous growth of the demand for wireless services and a significant increase of the number of mobile subscribers. A recent data traffic forecast from Cisco reported that the global mobile data traffic reached 1.2 zettabytes per year in 2016, and the global IP traffic will increase nearly threefold over the next 5 years. Based on these predictions, a 127-fold increase of the IP traffic is expected from 2005 to 2021. It is also anticipated that the mobile data traffic will reach 3.3 zettabytes per year by 2021, and that the number of mobile-connected devices will reach 3.5 per capita.
With such demands for higher data rates and for better quality of service (QoS), fifth generation (5G) standardization initiatives, whose initial phase was specified in June 2018 under the umbrella of Long Term Evolution (LTE) Release 15, have been under vibrant investigation. In particular, the International Telecommunication Union (ITU) has identified three usage scenarios (service categories) for 5G wireless networks: (i) enhanced mobile broadband (eMBB), (ii) ultra-reliable and low latency communications (uRLLC), and (iii) massive machine type communications (mMTC). The vast variety of applications for beyond 5G wireless networks has motivated the necessity of novel and more flexible physical layer (PHY) technologies, which are capable of providing higher spectral and energy efficiencies, as well as reduced transceiver implementations.
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A.N. Akansu, S.R. Kulkarni and D.M. Malioutov, Eds., Financial Signal Processing and Machine Learning
ISBN: 978-1-118-74567-0
URL: http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118745671.html
Description
The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches.
Key features:
- Highlights signal processing and machine learning as key approaches to quantitative finance.
- Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems.
- Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques.
- Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.
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