We have investigated, in various multiple senses, the “capacity” of several models of erasure networks. The defining characteristic of a memoryless erasure network is that each channel between any two nodes is an independent erasure channel. The models that we explore differ in the absence or presence of interference at either the transmitters, the receivers, or both; and in the availability of feedback at the transmitters. The crux of this work involves the investigation and analysis of several different performance measures for these networks: traditional information capacity (including multicast capacity and feeback capacity), secrecy capacity, and transport capacity. / text

M. Tech. Electrical Engineering. / Objectives of this research is to use the node orientation, coupled with antenna radiation pattern of each node, to improve the Received Signal Strength (RSS) range measurement technique. As energy eciency is critical to WSNs, it is necessary to minimize both computation and communication costs in any operation involving WSNs,including during the localisation process. To achieve that, accelerometer measurements are used to reduce the number of iteration of the optimisation process during the refinement phase by computing more accurately an initial position for the optimisation using dead reckoning and approach the localisation in a distributed manner. The contribution of this is the investigation and development of an ecient localisation algorithm that can be used on a low cost wireless sensor board developed using existing technology. A review of the existing methods is conducted to highlight the key aspect to consider when developing an ecient localisation algorithms. A mathematical modelling of the proposed algorithm is developed and simulation is conducted to analyse the performance of the algorithm. An exhaustive test bed hardware has been designed on which the algorithm can to be validated.

Le sujet principal de cette thèse est de proposer de nouvelles méthodes d'extractions de signaux avec applications en finance. Par signaux, nous entendons soit un signal sur lequel repose une stratégie d'investissement; soit un signal perturbé par un bruit, que nous souhaitons retrouver. Ainsi, la première partie de la thèse étudie la contagion en volatilité historique autours des annonces de résultats des entreprises du Nasdaq. Nous trouvons qu'autours de l'annonce, l'entreprise reportant ses résultats, génère une contagion persistante en volatilité à l’encontre des entreprises appartenant au même secteur. Par ailleurs, nous trouvons que la contagion en volatilité varie, selon le type de nouvelles reportées, l'effet de surprise, ou encore par le sentiment de marché à l'égard de l'annonceur. La deuxième partie de cette thèse adapte des techniques de dé-bruitage venant de l'imagerie, à des formes de bruits présentent en finance. Ainsi, un premier article, co-écrit avec Matthieu Garcin, propose une technique de dé-bruitage innovante, permettant de retrouver un signal perturbé par un bruit à variance non-constante. Cet algorithme est appliqué en finance à la modélisation de la volatilité. Un second travail s'intéresse au dé-bruitage d'un signal perturbé par un bruit asymétrique et leptokurtique. En effet, nous adaptons un modèle de Maximum A Posteriori, couramment employé en imagerie, à des bruits suivant des lois de probabilité de Student, Gaussienne asymétrique et Student asymétrique. Cet algorithme est appliqué au dé-bruitage de prix d'actions haute-fréquences. L'objectif étant d'appliquer un algorithme de reconnaissance de formes sur les extrema locaux du signal dé-bruité. / The main objective of this PhD dissertation is to set up new signal extraction techniques with applications in Finance. In our setting, a signal is defined in two ways. In the framework of investement strategies, a signal is a function which generates buy/sell orders. In denoising theory, a signal, is a function disrupted by some noise, that we want to recover. A first part of this PhD studies historical volatility spillovers around corporate earning announcements. Notably, we study whether a move by one point in the announcer historical volatility in time t will generate a move by beta percents in time t+1. We find evidences of volatility spillovers and we study their intensity across variables such as : the announcement outcome, the surprise effect, the announcer capitalization, the market sentiment regarding the announcer, and other variables. We illustrate our finding by a volatility arbitrage strategy. The second part of the dissertation adapts denoising techniques coming from imagery : wavelets and total variation methods, to forms of noise observed in finance. A first paper proposes an denoising algorithm for a signal disrupted by a noise with a spatially varying standard-deviation. A financial application to volatility modelling is proposed. A second paper adapts the Bayesian representation of the Rudin, Osher and Fatemi approach to asymmetric and leptokurtic noises. A financial application is proposed to the denoising of intra-day stock prices in order to implement a pattern recognition trading strategy.

Titel: Efterfrågan på frivillig revision i mikroföretag - vilka faktorer påverkar företag att anlita en revisor, ett årtionde efter den frivilliga revisionens införande? Nivå: Examensarbete på grundnivå (kandidatexamen) i ämnet företagsekonomi. Författare: Anna Proos och Frida Söderlund Handledare: Jan Svanberg  Datum: januari 2023  Syfte: Syftet är att undersöka vad som gör att mikroföretag efterfrågar extern revision, trots att den är frivillig.  Metod: Undersökningen utgår från en positivistisk forskningsfilosofi. Undersökningen baseras på sekundärdata inhämtad från Retriever Business, gällande mikroföretag aktiva på den svenska marknaden under verksamhetsåret 2021.  Resultat och slutsats: Undersökningen visar att mikroföretagens efterfråga på frivillig revision kan, tillviss del, förklaras av deras behov av att säkra leveranser av varor och tjänster, samt deras finansiella status. Det verkar inte finnas något samband mellan efterfrågan och företagens behov att minska risken för en kommande skatterevision. Undersökningen finner heller inget samband mellan kön på ledande befattningshavare och efterfrågan på frivillig revision. Undersökningens slutsats är att modellen som används är bättre än ingen modell alls, dock verkar det finnas fler variabler, än de ingående som förklarar mikroföretagens val av frivillig revision. Potentiellt finns dessa variabler utanför de finansiella rapporterna.  Examensarbetets bidrag: Undersökningen bidrar till kunskap om mikroföretagens efterfråga av frivillig revision, vilket kan ses som en fördjupning av SME:s efterfråga. Tidigare under-sökningar är motstridiga gällande vilka faktorer som påverkar efterfrågan och vilken påverkningsgrad de har.  Förslag till fortsatt forskning: Ett förslag till framtida forskning är att undersöka fler egenskaper hos den ledande befattningshavaren, för att se om det finns personlighets egenskaper, så som ekonomisk kunskap och ålder, vilka påverkar frivillig revision. / Title: Demand for voluntary audit in micro companies – what factors affect businesses to hire an auditor, a decade after audit was made voluntary? Level: Bachelor thesis in business administration Author: Anna Proos and Frida Söderlund Supervisor: Jan Svanberg  Date: January 2023 Aim: The purpose of this thesis is to examine micro companies demand, even though it is voluntary, for external audit.  Method: This thesis takes on a positivistic philosophy. The study is based on quantitative secondary data from the database Retriever Business. The study examines micro companies active in Sweden during 2021.  Results and conclusions: The study shows that voluntary audit partly is explained by companies need to supply security for delivery of gods and partly by their financial status. It does not appear tax reassurance and avoiding a tax audit affect the demand, nor does the gender of the senior executives. The conclusion is, the model explains the demand better than no model at all. However there seems to exist alternative variables explaining the demand for voluntary audit. Potentially these variables are found elsewhere and not in the financial reports.  Contribution of the thesis: This study contributes by adding to the knowledge of the demand of micro companies regarding voluntary audit. Prior studies mostly examine SME and rarely micro companies exclusively. Since prior studies are in conflict and not in consensus with which variables effect the demand, this study helps to fill the existing gap.  Suggestions for future research: One suggestion for future research is to examine the senior executives’ different personal qualities such as their economical knowledge or age.

Syftet med studien är undersöka hur förvärvsmetoden påverkar de uppköpande företagens abnormala avkastning på kort sikt, samt utröna huruvida företagens branschtillhörighet har en betydelse för reaktionen. I studien tillämpas tre teorier och flertalet tidigare forskningar som är av relevans för studien. De teorier som nyttjas är olika former av förvärv, effektiva marknadshypotesen och signalteorin. Denna studie utförs av en kvantitativ och komparativ ansats med hjälp av en eventstudie där 64 företagsförvärv observerats. Förvärven är uppdelade på 4 olika branscher och fördelade inom tillvägagångssätten aktie- och inkråmsförvärv. Dessa förvärv har undersökts under en elvadagarsperiod, fem dagar innan till och med fem dagar efter offentliggörandet. Den insamlade sekundärdata som bearbetats har erhållits från Nasdaq OMX, Google Finance och databasen Zephyr. Resultaten enligt denna studie förmedlar om att ett inkråmsförvärv är att föredra i jämförelse med aktieförvärv, detta med undantag för företag i sällanköpsvarubranschen som gynnas av ett aktieförvärv. Det går även att urskilja hur hälsovårdsbranschen är den bransch som gynnas mest vid offentliggörande av företagsförvärv, sett till den abnormala avkastningen. / The purpose of the study is to examine how the acquisition method affects the purchasing companies’ abnormal returns in the short term, and to ascertain whether the companies’ industry affiliation has an impact on the reaction. The study applied three theories and a number of previous researches that are of significance to the study. Theories used are different forms of acquisitions, the efficient market hypothesis and the signal theory. This study was made by a quantitative and comparative approach using an event study where 64 acquisitions were observed. The acquisitions were divided into four different industries and distributed in the approaches of share- and asset acquisitions. These acquisitions have been observed during an eleven-day period, five days before to five days after publication. The collected secondary processed data has been collected from Nasdaq OMX, Google Finance and the database Zephyr. The results according to this study conveys that an acquisition of asset is preferable in comparison with the acquisition of shares, except for companies in the consumer discretionary sector as seen benefits from an acquisition of shares. It is possible to discern how the healthcare sector is the one that benefits most in the publication of an acquisition, in terms of the abnormal returns.

Purpose: The purpose of the study was to analyze whether initial public offerings had an impact on rival firms. Theory: The efficient market hypothesis model, Information asymmetry and the signal theory. Method: A quantitative approach in the methodology has been undertaken where an event study was constructed in order to measure cumulative average abnormal return. The empirical data used in the study consists of 243 rival firms that had an initial public offering occurring in their industry. Two hypotheses have been tested using the simple t-test. Results: A compilation of the abnormal return of rival firms was made which showed no clear patterns of an impact taking place. When testing the two hypotheses both were rejected which showed that no significant impact took place. Analysis: According to previous research and theories an impact on the rival firms should have shown but the different sample might be the reason of our results being different. Conclusion: Due to the two hypotheses being rejected the event study finds no significant evidence of an abnormal return occurring in connection to the initial public offering of a rival firm. / Syfte: Studiens syfte var att kartlägga om börsintroduktioner hade någon påverkan på konkurrerande företag. Teori: Den effektiva marknadshypotesen, Signalteori och asymmetrisk information. Metod: Studien använde en kvantitativ typ som övergripande forskningsdesign. En deduktiv ansats användes där teorier låg som grund till skapandet av hypoteser. Tillvägagångssättet var med en eventstudie som lämpar sig bra för stora mängder data. Studien använde aktiekurser från 243 konkurrerande företag. Resultat: En sammanställning gjordes av konkurrerande företags abnormala avkastning vilket inte visade något tydligt mönster för att påverkan finns. Vid test av hypoteser förkastades både hypoteserna vilket gav resultatet att ingen påverkan fanns. Analys: Enligt tidigare forskning och teorier borde en påverkan kunna utläsas. Skillnaden på urval kan vara en anledning att tidigare studier fått andra resultat. Slutsats: Den kumulativa genomsnittliga abnormala avkastningen gjorde rörelser vid de olika mätdagarna något mönster går inte att urskilja och den insamlade data som användes visade inget signifikant resultat vid hypotestest.

M.Ing. (Electrical and Electronic Engineering) / With all the talk about the Information Highway and its construction, there is also a channel which is highly underestimated and thus almost ignored. On normal FM radio transmissions extra bandwidth exists, suitable for the transmission of audio and data. In this thesis the effects of interference on data transmission over the Supplementary Signal Transmission (SST) channel are analysed. The channel is characterized in terms of the Bit Error Rate (BER) versus field strength and distance from a transmitter ...

Indoor/Outdoor Location of Cellular Handsets Based on Received Signal Strength Jian Zhu 123 pages Directed by Dr. Gregory D. Durgin Accurate geo-location is an important emerging technology for public safety, commercial use, and military application. Especially, in the United States, the wireless Enhanced 911 (E911) rules by the Federal Communication Commission (FCC) seek to provide 911 dispatchers with additional information on wireless 911 calls. This dissertation presents a novel technique for indoor/outdoor location of cellular handsets based on received signal strength (RSS) measurements taken by a cellular handset of the surrounding base stations. RSS location accuracy for different environments is studied as a function of base station separation distance, cell sector density, measurement density, radio propagation environment, and accuracy of measurement. The analytical and experimental results in this thesis serve as a guideline for the accuracy of RSS signature location technology under different conditions. Accurate outdoor to indoor penetration models are proposed and validated for dense urban areas by introducing pseudo-transmitters to simulate the wave-guiding effects in urban canyon environments. A set of location algorithms is developed to improve location accuracy. Furthermore, an algorithm to discriminate between indoor and outdoor users is proposed and validated. The research results demonstrate the feasibility of RSS location techniques to meet the FCCs requirements for E911 accuracy in urban and semi-urban environments. The techniques remain accurate for indoor handsets. The results also suggest that a hybridization of the handset-based GPS method and the RSS signature method may prove to be the most effective solution for locating handsets across a range of environments; including rural, suburban, dense urban, and indoor.

M. Tech. Electrical Engineering. / Proposes certain approaches aimed at improving handover from the users point of view, the benefits may include enhanced quality of service, avoidance of handover disruption and reduction of handover rate, irrespective of high traffic loads at the BSs.The proposed scheme improves the network performance by minimising the handover delay time and also enhancing the effective use of radio resources

The growth of mobile networks and the imminent deployment of third generation networks and services will require signalling networks to maintain their integrity during increased unanticipated traffic volumes. As signalling networks become larger and more complex, an analysis ofprotocol operation is necessary to determine the effectiveness of the current protocol implementation and to evaluate the applicability of the proposed enhancements. The objective of this study ,is to develop analytical models to analyse the impact of Signalling Transfer Point congestion on network performance when simple message discard schemes are used as the primary flow control mechanism, and to investigate suitable congestion and flow control mechanisms to help alleviate the congestion. Unlike previous studies, that are localised and only concentrate on the nodes around the congested entity, the models presented here examine the impact of network wide and focused overloads on the entire network. The study considers both the fixed-line and mobile network environments, and analyses the performance of the ISDN User Part and Mobile Application Part protocols. The call completion rate and location update success rate are used to measure performance, instead of message throughput, since these parameters provide a more appropriate measure of the grade-of-service and more accurately reflect the level of service provided to a customer. The steady state equilibrium models, derived here, can be used to quickly estimate the safe operating regions of a signalling network, while the transient models provide a more intuitive perspective of the traffic processes that lead to congestion . Furthermore, these models can be used to examine the network performance for different message priority schemes, routing algorithms, overload scenarios and network configurations. The performance of various congestion control mechanisms that incorporate non-linear throttling schemes is also evaluated, together with an examination of the impact of congestion on multiple user parts in a mobile network environment. Message priority schemes are found to offer little or no advantage in a fixed network environment, but in a mobile network they can be used to maintain the network's performance at an optimum level during periods of overload. Network performance is also improved if congestion controls block load-generating traffic at the initial onset of congestion and then gradually restore traffic as the performance improves . / Thesis (Ph.D.)-University of Natal, Durban, 2002.