The next generation (4G) wireless systems are expected to provide universal personal and multimedia communications with seamless connection and very high rate transmissions and without regard to the users’ mobility and location. OFDM technique is recognized as one of the leading candidates to provide the wireless signalling for 4G systems. The major challenges in downlink multiuser OFDM based 4G systems include the wireless channel, the synchronization and radio resource management. Thus algorithms are required to achieve accurate timing and frequency offset estimation and the efficient utilization of radio resources such as subcarrier, bit and power allocation. The objectives of the thesis are of two fields. Firstly, we presented the frequency offset estimation algorithms for OFDM systems. Building our work upon the classic single user OFDM architecture, we proposed two FFT-based frequency offset estimation algorithms with low computational complexity. The computer simulation results and comparisons show that the proposed algorithms provide smaller error variance than previous well-known algorithm. Secondly, we presented the resource allocation algorithms for OFDM systems. Building our work upon the downlink multiuser OFDM architecture, we aimed to minimize the total transmit power by exploiting the system diversity through the management of subcarrier allocation, adaptive modulation and power allocation. Particularly, we focused on the dynamic resource allocation algorithms for multiuser OFDM system and multiuser MIMO-OFDM system. For the multiuser OFDM system, we proposed a lowiv complexity channel gain difference based subcarrier allocation algorithm. For the multiuser MIMO-OFDM system, we proposed a unit-power based subcarrier allocation algorithm. These proposed algorithms are all combined with the optimal bit allocation algorithm to achieve the minimal total transmit power. The numerical results and comparisons with various conventional nonadaptive and adaptive algorithmic approaches are provided to show that the proposed resource allocation algorithms improve the system efficiencies and performance given that the Quality of Service (QoS) for each user is guaranteed. The simulation work of this project is based on hand written codes in the platform of the MATLAB R2007b.

No description available.

做好財富管理需要一個穩健均衡的投資組合資產配置架構，在一個10-15年的景氣循環長期投資市場裡，做好投資組合資產配置，將能使資產配置的報酬率與波動率更趨於均衡與穩健的成長，會比隨投資市場環境的變動，而做單一市場或單一投資標的的集中投資，更能達到資產配置的均衡與穩健。 在財富管理的規畫中，以符合客戶的風險承受能力，來為客戶做均衡的資產配置，找出對客戶最有效率的投資組合，完成穩健均衡的資產配置，才能在不確定的投資市場中立於不敗之地； 資產配置雖然不能快速創造財富，但資產配置才能穩健的保護財富，投資是長期的累積，穩健增值是重點，資產配置才是王道。 藉由投資組合資產配置消除投資市場的非系統風險，若能正確的組合相關性低的投資資產，則在獲得相同的回報下，投資組合資產配置的投資風險可以低於集中投資的投資風險，更能讓高資產客戶的資產配置達到長期的均衡與穩健，並完成每階段的人生財務目標。

M.Comm. / This study analyzes the effect of the subprime crisis on portfolio allocation from the perspective of dependence structure. Empirical evidence has proved that the multivariate normal distribution is inadequate to model portfolio asset return distribution - firstly because the empirical marginal distributions of asset returns are skewed and fat tailed; and secondly because it does not consider the possibility of extreme joint co-movement of asset returns (Fama and French, 1993; Richardson and Smith, 1993; Géczy, 1998; Longin and Solnik, 2001; Mashal and Zeevi, 2002). This study employs Archimedean copulas to capture both the dependence structure and the asymmetry of asset returns in the tails of the empirical distributions.

In the experimental analysis of behavior, response allocation is typically studied under concurrent interval schedules, with two response alternatives, in a static environment. The natural environment of the unfettered organism, however, is dynamic insofar as even frequently visited environments are rarely identical from encounter to encounter. Additionally, natural environments usually offer more than two concurrently available behaviors that are often scheduled for reinforcement contingent on rate of responding. The purpose of this study was to determine how the addition or removal of a third response alternative affected response allocation between two topographically dissimilar operants on independent concurrent ratio schedules in a dynamic environment. Results indicate that the addition of the third operant served to temporarily suppress response rates of the first two operants but had no or only minor and inconsistent effects on relative allocation. The reintroduction of the third operant in a new location again suppressed response rates in three of four subjects and slightly shifted response allocation for one subject. Highly individual anecdotal patterns could be seen in tangential observations of each of 4 subjects. The results suggest the possibility that new alternatives have temporary effects on response bias, and that these effects may be variable and dependent on details of individual history and stimulus control.

Airports projects, amongst other construction projects, are considered very complex as they face a number of challenges that inevitably cause them to become exposed to risks. In Saudi Arabia, the sector of aviation is considered an important sector owing to the fact that, on an annual basis, it is recognised as the first destination for Muslims. However, it has been found that projects continue to be delivered with a significant number of time and cost overruns. Moreover, the absence of a risk allocation framework has been identified. Hence, the aim of the research underpinning this thesis is to develop a framework detailing how such risks can be allocated properly in the specific context of aviation construction projects in Saudi Arabia. A robust methodology that been designed and outlined in the research—which notably includes the use of semi-structured interviews and questionnaires with highly experienced senior project managers representing GACA, their contractors and consultants. The aim of conducting the interviews was twofold. Firstly, to identify risks associated with GACA construction projects. Secondly, to examine the risk allocation practice that is been carried by GACA. While, the questionnaire method was adopted to identify the importance of the risks identified, based on quantifying each risks’ probability of occurrence and impact. In addition, to test the perception of risk allocation within GACA construction projects. As a result, Fifty-four risks are associated with the construction of aviation projects in Saudi Arabia, with the decision on such an allocation of risks within GACA found to be based on a number of criteria that are subjective in nature, such as the authority of project managers, experience from different projects and so on, coupled with the absence of well-defined principles of risks allocation. Importantly, a number of risks have been found to have undecided allocation, with no allocation on any risk found to be shared amongst parties. A framework of risk allocation was developed in an effort to replace the current practice applied within GACA and their projects. This framework is presented in flow chart to make it easy to follow its steps. It incorporates a well-defined strategy that imposes GACA, as a client, to perform a solid risk management practice, taking into consideration the best practice of risk- allocation principles. It further allows GACA contractors to make their decision on whether the allocation made by GACA should be accepted, or alternatively whether to withdraw from the bidding otherwise. As a means of validating the framework, a number of interviews were carried out with professionals representing GACA, contractors and consultants. The research is the first of its nature to focus on an existing problems of risk allocation practice within the aviation sector in the country and accordingly solving these problems by introducing a framework for a proper allocation of risks. In this sense, the study is believed to make a contribution to knowledge as it provides a tool from which GACA can benefit with regards their current issue of risks-allocation.

無線通訊現已成為我們生活中不可或缺的一部份。除了較傳統的無線技術應用如電視廣播及衛星通訊外，日漸普及的平版電腦與智能手機對無線技術也有殷切的需求。然而，有限的無線電頻譜是無線通訊的其中一個限制。在有限的資源下，如何在壅塞的網絡環境有效地分配無線電頻譜成為一個重要的議題。在這篇論文中，我們會利用博奕論來分析壅塞網絡內用戶的行為和一些嶄新的頻譜共用機制。 / 在論文的首部份，我們會利用壅塞賽局來模擬認知無線電網絡中未授權無線電頻段的使用者(次級用戶)的互動在四個不同的賽局下，我們會評估納殊均衡與社會最優的效能比。此外，我們會鑑別導致嚴重失效能的最壞情況。有見及此，我們提議一個能夠改善壅塞網絡系統吞吐量與資源方配公平性的半合作方案。透過具體指定合作用戶的資源分配，我們論證次級用戶具有真誠合作的動機。除此之外，我們也計算出半合作方案跟完全合作方案在系統吞吐量上比較的下限。從數值結果的觀察中，可見次級用戶的半合作模式已比沒有任何合作的方案更有效地改善系統的吞吐量。另外，在壅塞的網絡環境下，半合作方案的系統效能不僅與最理想的情況相近，而且能夠減低溝通的開銷及演算法的複雜性。 / 在論文的第二部份，我們會考慮流動網絡的壅塞情況。透過使用斯塔克爾伯格模型去模擬網絡供應商和消費者的互動，我們會集中研究兩種不同的收費方法。通過考慮網絡壅塞的負面影響，兩個收費方法在不同的地區會有不同的定價。在特定的網絡資源及消費者功利下，我們證實特定地區收費比無地區區分收費更為可取。特定地區收費不但能增加網絡供應商的收益，也能改善消費者的社會福利。 / Wireless technology has become an inseparable part of our daily lives. In addition to the traditional wireless applications, such as TV broadcast or satellite communication, the demand of wireless access from tablets and smartphones has increased tremendously. One big challenge of wireless communications is that spectrum resource is limited. When the resource is scarce, resource allocation in congested networks is of particular importance. In this thesis, we are interested to investigate the user behavior and new spectrum sharing mechanisms in congested networks using the tool of game theory. / In the first part of the thesis, we model the interaction of secondary users (SUs) in cognitive radio networks as congestion games. We evaluate the inefficiency of the Nash equilibria with the social optimal in four families of games. Most importantly, we identify the worst case scenario which leads to a severe performance loss. In order to tackle the problem, we propose a partial cooperation scheme which provides an alternative to improve the system throughput and fairness of the congested network. By specifying the allocation for cooperating users, we show that SUs have incentive to cooperate truthfully. Moreover, we give the performance bound of system throughput compared with full cooperation scheme. We also observe from the numerical results that the partial cooperation of SUs can greatly improve the system throughput comparing with no cooperation of SUs. In addition, the performance of the partial cooperation scheme is close to optimal in congested networks with a reduced overhead and complexity of the algorithm. / In the second part, we consider the congestion of current mobile networks. By modeling the interaction between a network service provider and the mobile subscribers with the Stackelberg game, we study two pricing schemes which suggested how prices should be set in different regions with the consideration of negative effects of congestion. Under given conditions of resource allocation and utility of subscribers, we show that region- specific pricing is more preferable than region-agnostic pricing which can improve both the revenue of the network service provider and the social welfare of the subscribers. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Law, Lok Man. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2013. / Includes bibliographical references (leaves 153-164). / Abstracts also in Chinese. / Abstract --- p.i / Acknowledgement --- p.v / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.1 / Chapter 1.2 --- Thesis Outline --- p.3 / Chapter 2 --- Congestion Games in Cognitive Radio Networks --- p.6 / Chapter 2.1 --- Introduction --- p.6 / Chapter 2.1.1 --- Overview --- p.6 / Chapter 2.1.2 --- Related Work --- p.10 / Chapter 2.2 --- Game Model --- p.12 / Chapter 2.2.1 --- A Congestion Game Framework --- p.13 / Chapter 2.2.2 --- Price of Anarchy (PoA) --- p.16 / Chapter 2.3 --- PoA Analysis --- p.19 / Chapter 2.3.1 --- Identical Games --- p.20 / Chapter 2.3.2 --- Player-specific Symmetric Games --- p.24 / Chapter 2.3.3 --- Resource-specific Symmetric Games --- p.27 / Chapter 2.3.4 --- Asymmetric Games --- p.32 / Chapter 2.4 --- Applications --- p.41 / Chapter 2.4.1 --- Uniform MAC --- p.41 / Chapter 2.4.2 --- Slotted Aloha --- p.45 / Chapter 2.4.3 --- Insights for System Design --- p.48 / Chapter 2.5 --- Summary --- p.49 / Chapter 2.6 --- Appendix --- p.51 / Chapter 2.7 --- Notations --- p.53 / Chapter 3 --- Partial Cooperation in Cognitive Radio Networks --- p.54 / Chapter 3.1 --- Introduction --- p.54 / Chapter 3.1.1 --- Overview --- p.54 / Chapter 3.1.2 --- Related Work --- p.58 / Chapter 3.2 --- System Model --- p.61 / Chapter 3.3 --- Different Medium Access Control Schemes --- p.63 / Chapter 3.3.1 --- Benchmark MAC Schemes --- p.63 / Chapter 3.3.2 --- Priority-based Partial Cooperation Scheme (PPCS) --- p.66 / Chapter 3.4 --- PPCS with Identical Data Rates --- p.70 / Chapter 3.4.1 --- Random Priority PPCS (PPCS-RP) --- p.71 / Chapter 3.4.2 --- Fixed Priority PPCS (PPCS-FP) --- p.77 / Chapter 3.4.3 --- Numerical Results --- p.80 / Chapter 3.5 --- PPCS with Heterogeneous Data Rates --- p.85 / Chapter 3.5.1 --- Sparsely Populated PUs --- p.87 / Chapter 3.5.2 --- Densely Populated PUs --- p.95 / Chapter 3.6 --- PPCS with incomplete information --- p.98 / Chapter 3.6.1 --- The Allocation Rule --- p.98 / Chapter 3.6.2 --- Incentive for Group Formation --- p.100 / Chapter 3.6.3 --- Truth Revelation --- p.103 / Chapter 3.6.4 --- Numerical Results --- p.105 / Chapter 3.7 --- Summary --- p.111 / Chapter 3.8 --- Notations --- p.114 / Chapter 4 --- Regional Pricing in Mobile Networks --- p.115 / Chapter 4.1 --- Introduction --- p.115 / Chapter 4.1.1 --- Overview --- p.115 / Chapter 4.1.2 --- Related Work --- p.117 / Chapter 4.2 --- System Model --- p.119 / Chapter 4.2.1 --- Stackelberg Game --- p.121 / Chapter 4.2.2 --- Our Model --- p.123 / Chapter 4.3 --- The Two Pricing Schemes --- p.127 / Chapter 4.3.1 --- Region-specific Pricing --- p.127 / Chapter 4.3.2 --- Region-agnostic Pricing --- p.128 / Chapter 4.3.3 --- Extension to Multiple Regions --- p.130 / Chapter 4.4 --- Comparison of Schemes --- p.131 / Chapter 4.4.1 --- Overview of Two-region Case --- p.131 / Chapter 4.4.2 --- Revenue Ratio --- p.135 / Chapter 4.4.3 --- Utilization Ratio --- p.142 / Chapter 4.5 --- Summary --- p.144 / Chapter 4.6 --- Notations --- p.146 / Chapter 5 --- Conclusions and Future Work --- p.147 / Chapter 5.1 --- Conclusion --- p.147 / Chapter 5.2 --- Future Work --- p.148 / Chapter 5.2.1 --- Congestion Games in Cognitive Radio Networks --- p.148 / Chapter 5.2.2 --- Partial Cooperation in Cognitive Radio Networks --- p.149 / Chapter 5.2.3 --- Regional Pricing in Mobile Networks --- p.151 / Bibliography --- p.153

因為今天四通八達的無線通信網絡對高速高質量通信的要求,加之無線通信資源的稀缺,使得資源分配在無線通信領域的地位越發的重要.多種多樣的無線通信資源和不同的設計要永使得資源分配問題變得很複雜,我們也很難找到一個通用的方法去解決所有的資源分配問題.在本文中, 我們研究一些典型的資源分配問題,通過最優化設計,給出恰當的高效的算法予以解決.本文中將會涉及集中化算法和分佈式算法。 / 在本文中, 我們首先研究協作通信中的功率分配和中繼選擇問題。這個問題因為其問題的組合性而變得很複雜。為了保證系統的性能並且同時避免過量的冗餘信息, 我們提出了一個新的概念"中繼選擇自由度"。更重要的是, 為了使我們的方法能夠適用於集中信息很難的大型通信系統, 我們提出了分佈式的解決方案。該方法在實際中可以比較簡單的實現。 / 我們接著研究多用戶接入網絡的"軟"服務質量控制問題。我們這裡考慮的情形是:用戶們有各自的服務質量要求, 比如有一個目標速率。因為系統的資源總是有限的, 如果有過多用戶, 那麼同時滿足所有用戶的服務質量要求有時候是不可能的。我們的目標是在這種情況發生的時候,優化整個系統的資源分配。我們提出了分佈式算法來解決這一個問題。 / 最後, 我們研究下行鏈中的波束成形問題。這裡我們出於實際情況考慮,系統中存在兩種用戶:優先用戶和非優先用戶。我們想要盡可能最大化的提升非優先用戶的性能,同時必須首先滿足優先用戶的服務質量用要求。我們這裡用不同的波束成形向量來完成這個任務。這個問題是NP問題,我們做了必要的一些放鬆處理來得到有效的較優的解。 / Due to the limited resources and high performance requirements in today’s wireless networks, optimization methods in resource allocation play a significant role in reaping the benefits from wireless communications. Various available resources and different design goals make the resource allocation problem complex and we are unlikely to find a generic approach for all problems. Thus in this thesis, we investigate several resource allocation problems and propose the proper optimization methods and algorithms that can efficiently give us desired solutions. Also, both centralized and distributed methods will be shown in this thesis. / We first study the joint power allocation and relay selection problem in cooperative communication. This problem is complex due to its combinatorial nature. In order to avoid high information overhead and system complexity while at the same time maintain system performance, we introduce a new concept called “relay selection degree bound“. Moreover, since in large scale cooperative communication network, collecting information and centralized control would be very difficult, we resort to distributed algorithms that can be easily implemented in practice. / We further consider the soft QoS control problem in multiple access network. Here we consider the situation where the users have quality of service(QoS) requirements, i.e., each user has a target rate for its application. Since the resources in the system are limited, these requirements will result in the infeasibility of the whole system if there are too many users. We aim at optimizing the performance of the whole system while this kind of infeasibility happens. We will see how distributed algorithms can work for this problem and give us desired results. / We finally consider the downlink beamforming problem where there are two kind of users in the system: priority users and non-priority users. We maximize the non-priority users performance while at the same time satisfying the priority users’ QoS requirements first. Here we adopt heterogeneous beamforming scheme to complete the task. Since the problem is NP hard, relaxation is done for efficient solutions. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Detailed summary in vernacular field only. / Fang, Haoran. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2012. / Includes bibliographical references (leaves 76-81). / Abstracts also in Chinese. / Abstract --- p.i / Acknowledgement --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.1 / Chapter 1.2 --- Background --- p.3 / Chapter 1.2.1 --- Wireless Communication Schemes --- p.3 / Chapter 1.2.2 --- Mathematical Preliminaries --- p.9 / Chapter 1.3 --- Outline of the Thesis --- p.11 / Chapter 2 --- Resource Allocation for Cooperative Communication Networks --- p.13 / Chapter 2.1 --- Chapter Introduction --- p.13 / Chapter 2.2 --- system model and problem formulation --- p.16 / Chapter 2.3 --- optimal power allocation scheme for arbitrary configuration --- p.20 / Chapter 2.4 --- Relay selection in the MAC layer --- p.24 / Chapter 2.4.1 --- Algorithm Design --- p.24 / Chapter 2.4.2 --- Distributed Implementation of The Relay Selection Algorithm --- p.29 / Chapter 2.5 --- Numerical Results --- p.33 / Chapter 2.5.1 --- The Convergence of Distributed Power Allocation Algorithm --- p.33 / Chapter 2.5.2 --- Performance of The Overall Cross Layer Solution --- p.34 / Chapter 2.5.3 --- Improvements of Heuristic Markov algorithm --- p.36 / Chapter 2.6 --- Chapter Conclusions --- p.38 / Chapter 3 --- Soft QoS Control in Multiple Access Network --- p.39 / Chapter 3.1 --- Introduction --- p.39 / Chapter 3.2 --- system model --- p.41 / Chapter 3.3 --- Feasibility check and soft QoS control --- p.43 / Chapter 3.3.1 --- Feasibility Check --- p.43 / Chapter 3.3.2 --- Soft QoS Control --- p.45 / Chapter 3.3.3 --- Distributed Soft QoS Control --- p.47 / Chapter 3.3.4 --- Numerical Results --- p.53 / Chapter 3.4 --- Chapter Conclusion --- p.57 / Chapter 4 --- Heterogeneous resource allocation via downlink beamforming --- p.58 / Chapter 4.1 --- Introduction --- p.58 / Chapter 4.2 --- system model --- p.60 / Chapter 4.3 --- heterogeneous resource allocation via beamforming --- p.62 / Chapter 4.3.1 --- Relaxation and problem analysis --- p.62 / Chapter 4.3.2 --- Randomization for final solutions --- p.66 / Chapter 4.4 --- Numerical Results --- p.69 / Chapter 4.5 --- Conclusion --- p.70 / Chapter 5 --- Conclusions and Future Work --- p.73 / Chapter 5.1 --- Conclusions --- p.73 / Chapter 5.2 --- Future Work --- p.74 / Bibliography --- p.76

"We are in an era of big data, sensors, and monitoring technology. One consequence of this technology is the continuous generation of massive volumes of streaming data. To support this, stream processing systems have emerged. These systems must produce results while meeting near-real time response obligations. However, computation intensive processing on high velocity streams is challenging. Stream arrival rates are often unpredictable and can fluctuate. This can cause systems to not always be able to process all incoming data within their required response time.Yet inherently some results may be much more significant than others. The delay or complete neglect of producing certain highly significant results could result in catastrophic consequences. Unfortunately, this critical problem of targeted prioritized processing in overloaded environments remains largely unaddressed to date. In this talk, I will describe four key challenges that my dissertation successfully tackled. First, I address the problem of optimally processing the most significant tuples identified by the user at compile-time before less critical ones. Second, I propose a new aggregate operator that increases the accuracy of aggregate results produced for TP systems. Third, I address the problem of identifying and pulling forward significant tuples at run-time via dynamic determinants. Fourth, I design multi-input operators, such as the join operator, which produce multi-stream results in significance order. My experimental studies explore a rich diversity of workloads, queries, and data sets, including real data streams. The results substantiate that my approaches are a significant improvement over the state-of-the-art approaches."

As wireless networks continue streaking through more aspects of our lives, it is seriously constrained by limited network resources, in terms of time, frequency and power. In order to enhance performance for wireless networks, it is of great importance to allocate resources smartly based on the current network scenarios. The focus of this dissertation is to investigate radio resource management algorithms to optimize performance for different types of wireless networks. Firstly, we investigate a joint optimization problem on relay node placement and route assignment for wireless sensor networks. A heuristic binary integer programming algorithm is proposed to maximize the total number of information packets received at the base station during the network lifetime. We then present an optimization algorithm based on binary integer programming for relay node assignment with the current node locations. Subsequently, a heuristic algorithm is applied to move the relay nodes to the locations iteratively to better serve their associated edge nodes. Secondly, as traditional goal of maximizing the total throughput can result in unbalanced use of network resources, we study a joint problem of power control and channel assignment within a wireless mesh network such that the minimal capacity of all links is maximized. This is essentially a fairness problem. We develop an upper bound for the objective by relaxing the integer variables and linearization. Subsequently, we put forward a heuristic approach to approximate the optimal solution, which tries to increase the minimal capacity of all links via setting tighter constraint and solving a binary integer programming problem. Simulation results show that solutions obtained by this algorithm are very close to the upper bounds obtained via relaxation, thus suggesting that the solution produced by the algorithm is near-optimal. Thirdly, we study the topology control of disaster area wireless networks to facilitate mobile nodes communications by deploying a minimum number of relay nodes dynamically. We first put forward a novel mobility model for mobile nodes that describes the movement of first responders within a large disaster area. Secondly, we formulate the square disk cover problem and propose three algorithms to solve it, including the two-vertex square covering algorithm, the circle covering algorithm and the binary integer programming algorithm. Fourthly, we explore the joint problem of power control and channel assignment to maximize cognitive radio network throughput. It is assumed that an overlaid cognitive radio network (CRN) co-exists with a primary network. We model the opportunistic spectrum access for cognitive radio network and formulate the cross-layer optimization problem under the interference constraints imposed by the existing primary network. A distributed greedy algorithm is proposed to seek for larger network throughput. Cross-layer optimization for CRN is often implemented in centralized manner to avoid co-channel interference. The distributed algorithm coordinates the channel assignment with local channel usage information. Thus the computation complexity is greatly reduced. Finally, we study the network throughput optimization problem for a multi-hop wireless network by considering interference alignment at physical layer. We first transform the problem of dividing a set of links into multiple maximal concurrent link sets to the problem of finding the maximal cliques of a graph. Then each concurrent link set is further divided into one or several interference channel networks, on which interference alignment is implemented to guarantee simultaneous transmission. The network throughput optimization problem is then formulated as a non-convex nonlinear programming problem, which is NP-hard generally. Thus we resort to developing a branch-and-bound framework, which guarantees an achievable performance bound.