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Profit Optimization under Risk in Cognitive Radio NetworksYu, Junqi Jr. 31 December 2010 (has links)
Radio spectrum is scarce in wireless communication. While there is an increasing demand for spectrum due to the substantial growth of wireless communication systems, extensive measurements observe that conventional static spectrum allocation policies introduce significant inefficiency in spectrum utilization. To achieve higher spectrum efficiency, cognitive radio networks have emerged as a revolutionary technology by allowing unlicensed (secondary) users to utilize licensed bands opportunistically without harming licensed (primary) users. In this thesis, we seek to design a new framework that addresses three important issues in cognitive radio networks simultaneously: protection of primary users, incentives for primary networks to share their spectrum and the performance guarantee for secondary users. Leveraging the idea of Value at Risk from economics, in our solution, primary networks maximize their profits by charging secondary users for opportunistic spectrum access, while in the meantime secondary users impose utility constraints to manage the risks and guarantee performance probabilistically.
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Profit Optimization under Risk in Cognitive Radio NetworksYu, Junqi Jr. 31 December 2010 (has links)
Radio spectrum is scarce in wireless communication. While there is an increasing demand for spectrum due to the substantial growth of wireless communication systems, extensive measurements observe that conventional static spectrum allocation policies introduce significant inefficiency in spectrum utilization. To achieve higher spectrum efficiency, cognitive radio networks have emerged as a revolutionary technology by allowing unlicensed (secondary) users to utilize licensed bands opportunistically without harming licensed (primary) users. In this thesis, we seek to design a new framework that addresses three important issues in cognitive radio networks simultaneously: protection of primary users, incentives for primary networks to share their spectrum and the performance guarantee for secondary users. Leveraging the idea of Value at Risk from economics, in our solution, primary networks maximize their profits by charging secondary users for opportunistic spectrum access, while in the meantime secondary users impose utility constraints to manage the risks and guarantee performance probabilistically.
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Risikomessung mit dem Conditional Value-at-Risk Implikationen für das EntscheidungsverhaltenHanisch, Jendrik January 2004 (has links)
Zugl.: Jena, Univ., Diss., 2004
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144 |
Mehrperiodige ALM-Modelle mit CVaR-Minimierung für Schweizer Pensionskassen /Künzi-Bay, Alexandra, January 2007 (has links)
Zürich, Univ., Diss., 2007.
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145 |
Corporate Risk Management : Cash Flow at Risk und Value at Risk /Hager, Peter. January 2004 (has links) (PDF)
Univ., Diss.--Siegen, 2004. / Literaturverz. S. 293 - 303.
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Portfolio credit risk modelling with heavy-tailed risk factorsKostadinov, Krassimir Kolev. Unknown Date (has links)
Techn. University, Diss., 2006--München.
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147 |
Genauigkeit versus Rechenaufwand : ein Vergleich Monte-Carlo-basierter Value-at-Risk-Methoden /Tuor, Roman. January 2003 (has links) (PDF)
Diss. Nr. 2834 Wirtschaftswiss. St. Gallen. / Literaturverz.
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Robustness Issues in the Statistical Analysis of GARCH Processes with Applications to FinanceBoerlin, Christoph. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
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149 |
Consideration of Asymmetry in Different Approaches to Financial Risk MeasurementPolin, Yevgen. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
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150 |
Risk Estimation in Portfolio TheoryBaur, Cordula. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
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