This paper has tested the efficiency, weak form according to EMH, of the currency future market. The efficiency test has been incorporated in the research question since the market has to be efficient in order for the future to work as predictor of the future spot rate - Can currency futures be used as a tool for predicting futures spot exchange rate? The two sub questions are - Is the prediction power of currency futures stable over time and is the prediction power of currency futures similar for different currencies?   The main theory in the research is the Efficient Market Hypothesis and the Random Walk Hypothesis. The research was conducted with a positivistic philosophy in conjunction with a realistic approach. Since the research question has been deducted from the theoretical framework the research has a deductive approach, a quantitative technique was adapted when the data at hand was mainly future and spot rate data.   Data on 13 currencies ranging from 2005 to 2010 was used. The prices were available in weekly intervals for all currencies except for the Brazilian real, Swiss frank and the Mexican peso. The statistical test that was used is the Augmented Dickey-Fuller test and the Phillips-Ouliaris cointegration test. The test was conducted on the whole timeframe. After that, the data was divided into three sub periods to show if the efficiency where different in the period before the crises (2005-2007), during the crises (2008-2009) and after the crises (2010). The test has also been done on annual and quarterly data to show if the length of the time period tested has an effect on efficiency. The PO test has been conducted on all data and the ADF test has been conducted on the whole timeframe and the sub periods.   The results show that, ten of the currencies which we had weakly data, the future is a good predictor of the future spot exchange rate. This is true when the tests are done on an interval of one year and more. For the three currencies that we had monthly data, the results showed cointegration on the whole timeframe. When shorter time periods were tested the currencies that consisted of monthly data showed no cointegration sooner than the weakly data. When test is done on quarterly data, only one test is cointegrated. It cannot concluded that, the future was not a good predictor for the future spot exchange rate during this time, merely that this particular test might be the true one and that the tests where not able to capture it. Several reasons for this are presented in the analysis chapter, where the statistical tests and their design are mentioned among other reasons.

Recently, low-density parity-check (LDPC) codes have attracted much attention because of their excellent error correcting performance and highly parallelizable decoding scheme. However, the effective VLSI implementation of and LDPC decoder remains a big challenge and is a crucial issue in determining how well we can exploit the benefits of the LDPC codes in the real applications. In this master thesis report, following a error coding background, we describe Low-Density Parity-Check codes and their decoding algorithm, and also requirements and architectures of LPDC decoder implementations.

The family of Low Density Parity Check (LDPC) codes is a strong candidate to be used as Forward Error Correction (FEC) in future communication systems due to its strong error correction capability. Most LDPC decoders use the Message Passing algorithm for decoding, which is an iterative algorithm that passes messages between its variable nodes and check nodes. It is not until recently that computation power has become strong enough to make Message Passing on LDPC codes feasible. Although locally simple, the LDPC codes are usually large, which increases the required computation power. Earlier work on LDPC codes has been concentrated on the binary Galois Field, GF(2), but it has been shown that codes from higher order fields have better error correction capability. However, the most efficient LDPC decoder, the Belief Propagation Decoder, has a squared complexity increase when moving to higher order Galois Fields. Transmission over a channel with M-PSK signalling is a common technique to increase spectral efficiency. The information is transmitted as the phase angle of the signal. The focus in this Master’s Thesis is on simplifying the Message Passing decoding when having inputs from M-PSK signals transmitted over an AWGN channel. Symbols from higher order Galois Fields were mapped to M-PSK signals, since M-PSK is very bandwidth efficient and the information can be found in the angle of the signal. Several simplifications of the Belief Propagation has been developed and tested. The most promising is the Table Vector Decoder, which is a Message Passing Decoder that uses a table lookup technique for check node operations and vector summation as variable node operations. The table lookup is used to approximate the check node operation in a Belief Propagation decoder. Vector summation is used as an equivalent operation to the variable node operation. Monte Carlo simulations have shown that the Table Vector Decoder can achieve a performance close to the Belief Propagation. The capability of the Table Vector Decoder depends on the number of reconstruction points and the placement of them. The main advantage of the Table Vector Decoder is that its complexity is unaffected by the Galois Field used. Instead, there will be a memory space requirement which depends on the desired number of reconstruction points.

The area of cooperative communications has received tremendous research interest in recent years. This interest is not unwarranted, since cooperative communications promises the ever-so-sought after diversity and multiplexing gains typically associated with multiple-input multiple-output (MIMO) communications, without actually employing multiple antennas. In this dissertation, we consider several cooperative communication channels, and for each one of them, we develop information theoretic coding schemes and derive their corresponding performance limits. We next develop and design practical coding strategies which perform very close to the information theoretic limits. The cooperative communication channels we consider are: (a) The Gaussian relay channel, (b) the quasi-static fading relay channel, (c) cooperative multiple-access channel (MAC), and (d) the cognitive radio channel (CRC). For the Gaussian relay channel, we propose a compress-forward (CF) coding strategy based on Wyner-Ziv coding, and derive the achievable rates specifically with BPSK modulation. The CF strategy is implemented with low-density parity-check (LDPC) and irregular repeataccumulate codes and is found to operate within 0.34 dB of the theoretical limit. For the quasi-static fading relay channel, we assume that no channel state information (CSI) is available at the transmitters and propose a rateless coded protocol which uses rateless coded versions of the CF and the decode-forward (DF) strategy. We implement the protocol with carefully designed Raptor codes and show that the implementation suffers a loss of less than 10 percent from the information theoretical limit. For the MAC, we assume quasi-static fading, and consider cooperation in the low-power regime with the assumption that no CSI is available at the transmitters. We develop cooperation methods based on multiplexed coding in conjunction with rateless codes and find the achievable rates and in particular the minimum energy per bit to achieve a certain outage probability. We then develop practical coding methods using Raptor codes, which performs within 1.1 dB of the performance limit. Finally, we consider a CRC and develop a practical multi-level dirty-paper coding strategy using LDPC codes for channel coding and trellis-coded quantization for source coding. The designed scheme is found to operate within 0.78 dB of the theoretical limit. By developing practical coding strategies for several cooperative communication channels which exhibit performance close to the information theoretic limits, we show that cooperative communications not only provide great benefits in theory, but can possibly promise the same benefits when put into practice. Thus, our work can be considered a useful and necessary step towards the commercial realization of cooperative communications.

In this paper, we have employed non-linear model reexamine real interest parity (RIP) of five European economies with respect to the US. We focus on using linear and nonlinear unit root tests to test real interest rate differentials (RIRD). And we add time trend in the logistic and exponential smooth transition regression models to monthly data. The results are as follows. First, the evidence for the full-sample is favorable using three traditional unit root tests and one powerful nonlinear unit root test. Almost all economics are support real interest parity. Second, we use nonlinear error correction model to find which factors influence on RIRD. There are three economics influenced by both domestic and foreign factors at the same time.

Recently, a novel technique for multi-user spread-spectrum mobile systems, the called interleave-division multiple-access (IDMA) scheme, was proposed by L. Ping etc. The advantage of IDMA is that it inherits many special features from code-division multiple-access (CDMA) such as diversity against fading and mitigation of the other-cell user interference. Moreover, it¡¦s capable of employing a very simple chip-by-chip iterative multi-user detection strategy. In this thesis, we investigate the performance of combining IDMA and orthogonal frequency-division multiplexing (OFDM) scheme. In order to improve the bit error rate performance, we applied low-density parity-check (LDPC) coding to the proposed scheme, named by LDPC Coded OFDM-IDMA Systems. Based on the aid of iterative multi-user detection algorithm, the multiple-access interference (MAI) and inter-symbol interference (ISI) could be canceling efficiently. In short, the proposed scheme provides an efficient solution to high-rate multiuser communications over multipath fading channels.

Σκοπός: Να αξιολογηθεί ο λόγος αγόρια/κορίτσια (sex ratio) στα παιδιά καπνιστριών και μη καπνιστριών μητέρων, σε σχέση με τη σειρά γέννησης των παιδιών (τόκος). Να αξιολογηθεί το αποτέλεσμα του καπνίσματος της μητέρας κατά την εγκυμοσύνη στην εμβρυική ανάπτυξη σε σχέση με τον τόκο την ηλικία και τον αριθμό των τσιγάρων που κάπνιζαν οι μητέρες ανά ημέρα κατά την εγκυμοσύνη και το φύλο των παιδιών. Σχεδιασμός: Προοπτική μελέτη. Τόπος: Πανεπιστημιακό Γενικό Νοσοκομείο Πατρών. Αντικείμενο: Μελετήθηκαν 2.108 τελοιόμηνα νεογνά που γεννήθηκαν από το 1993 έως και το 2002, 665 νεογνά καπνιστριών μητέρων και 1.443 νεογνά μη καπνιστριών μητέρων. Αποτελέσματα: Ο λόγος αγόρια/κορίτσια στο σύνολο των νεογνών που μελετήθηκε ήταν 1,09. Η υπεροχή των αγοριών στα παιδιά των καπνιστριών και μη καπνιστριών μητέρων ήταν 1,26 και 1,03 αντίστοιχα. Στα παιδιά των καπνιστριών μητέρων που ήταν τόκων 1, 2 και ≥3 ήταν 1,47, 1,35 και 0,92 αντίστοιχα, ενώ στα παιδιά των μη καπνιστριών μητέρων ήταν 1,04, 1,00 και 1,03 αντίστοιχα. Η στατιστική ανάλυση παλινδρόμησης έδειξε ότι η πιθανότητα για γέννηση αγοριού από καπνίστριες μητέρες ήταν σημαντικά μεγαλύτερη στις πρωτότοκες παρά στους τόκους ≥3, ανεξάρτητα από την ηλικία της μητέρας. Αντίστροφα, η σειρά γέννησης των παιδιών δεν επηρέασε τον λόγο αγόρια/κορίτσια στις μη καπνίστριες μητέρες. Αυξανομένου του τόκου στα νεογνά των μη καπνιστριών μητέρων παρατηρήθηκε μια σταδιακή αύξηση της ανάπτυξης ενώ στα νεογνά μη καπνιστριών μητέρων παρατηρήθηκε μια σταδιακή μείωση της ανάπτυξης. Αυτό το αποτέλεσμα ήταν περισσότερο εμφανές στα αγόρια. Ένα σημαντικά αρρνητικό αποτέλεσμα στην αύξηση παρατηρήθηκε από την στην συσχέτιση του καπνίσματος με τον τόκο (p=0,0013) και, με το φύλο και τον τόκο (p=0,001). Υπήρχε μια σημαντική αρρνητική συσχέτιση ανάμεσα στον αριθμό των τσιγάρων που καπνίζονταν ανά ημέρα και της αύξησης η δύναμη της οποίας αυξανόταν με την αύξηση του τόκου, κυρίως στα αγόρια. Συμπεράσματα: Οι πρωτότοκες μητέρες που κάπνιζαν κατά την εγκυμοσύνη γέννησαν σημαντικά περισσότερα αγόρια απ’ ότι κορίτσια, ενώ μητέρες με τόκους ≥3 γέννησαν περισσότερα κορίτσια. Δευτερότοκες γυναίκες που κάπνιζαν λιγότερα από 10 τσιγάρα την ημέρα γέννησαν σημαντικά περισσότερα αγόρια, αλλά ο λόγος αγόρια/κορίτσια ελαττώθηκε όταν κάπνιζαν ≥10 τσιγάρα την ημέρα. Το κάπνισμα της μητέρας κατά την κύηση προκαλεί καθυστέρηση στην εμβρυική αύξηση, κυρίως στα αγόρια, ένα αποτέλεσμα που ενισχύεται με τον τόκο αλλά είναι ανεξάρτητο από την ηλικία της μητέρας. / Objective: To assess the sex ratio in offspring of smoking and nonsmoking mothers in relationship to the parity. To examine the effect of maternal smoking during pregnancy on fetal growth in relationship to maternal parity, age and number of cigarettes smoked/day, and offspring’s gender. Design: Prospective study. Setting: University hospital. Subjects: Were studied 2018 term singleton neonates born form 1993 to 2002, 665 from smoking and 1443 from nonsmoking mothers. Main outcome measures: Secondary sex ratio in regard to maternal periconseptual smoking and parity. Results: The male preponderance in the offspring of smoking and nonsmoking mothers was 0.558 and 0.506, respectively (p=0.031). In the smoking women parity 1, 2 and 3 it was 0.596, 0.574 and 0.462, respectively, whereas in the nonsmoking it was 0.511, 0.500 and 0.508, respectively (p=0.02, 0.04 and 0.64, respectively). Logistic regression analysis showed that the possibility for a boy to be delivered by mothers who smoked was significantly greater in primiparous than in party ≥3, independently of the maternal age. Conversely, parity did not affect the sax ratio in the offspring of the nonsmoking mothers. With increasing parity, in the neonates of nonsmoking mothers there was a gradual increase of growth, whereas in neonates of smoking mothers there was a gradual decrease of growth. This effect was more pronounced in males. A significant negative main effect on growth resulted from the interaction of smoking with parity (p=0,013), and with gender and parity (p=0,001). There was a significant negative correlation between number of cigarettes smoked per day and growth, the strength of which increased with parity, mainly in males. Conclusions: Among women who smoked in the periconceptual period, significantly more male than female offspring are born from primiparous, whereas parity >3 give birth to more female offspring; women parity 2 give birth to significantly more male, but the sex ratio declines when they smoked ≥10 cigarettes/day. Maternal smoking during pregnancy causes a delay in getal growth, which is greater in male offspring, an effect that is enhanced with parity but is independent of maternal age.

Οι κώδικες LDPC ανήκουν στην κατηγορία των block κωδικών. Πρόκειται για κώδικες ελέγχου σφαλμάτων μετάδοσης και πιο συγκεκριμένα για κώδικες διόρθωσης σφαλμάτων. Αν και η εφεύρεσή τους (από τον Gallager) τοποθετείται χρονικά στις αρχές της δεκαετίας του 60, μόλις τα τελευταία χρόνια κατάφεραν να κεντρίσουν το έντονο ενδιαφέρον της επιστημονικής-ερευνητικής κοινότητας για τις αξιόλογες επιδόσεις τους. Πρόκειται για κώδικες ελέγχου ισοτιμίας με κυριότερο χαρακτηριστικό τον χαμηλής πυκνότητας πίνακα ελέγχου ισοτιμίας (Low Density Parity Check) από τον οποίο και πήραν το όνομά τους. Δεδομένου ότι η κωδικοποίηση των συγκεκριμένων κωδικών είναι σχετικά απλή, η αποκωδικοποίηση τους είναι εκείνη η οποία καθορίζει σε μεγάλο βαθμό τα χαρακτηριστικά του κώδικα που μας ενδιαφέρουν, όπως είναι η ικανότητα διόρθωσης σφαλμάτων μετάδοσης (επίδοση) και η καταναλισκόμενη ισχύς. Για το λόγο αυτό έχουν αναπτυχθεί διάφοροι αλγόριθμοι αποκωδικοποίησης, οι οποίοι είναι επαναληπτικοί. Παρόλο που οι ανεπτυγμένοι αλγόριθμοι και οι διάφορες εκδοχές τους δεν είναι λίγοι, δεν έχει ακόμα καταστεί εφικτό να αναλυθεί θεωρητικά η επίδοσή τους. Στην παρούσα εργασία παρατίθενται οι κυριότεροι αλγόριθμοι αποκωδικοποίησης κωδικών LDPC, που έχουν αναπτυχθεί μέχρι σήμερα. Οι αλγόριθμοι αυτοί υλοποιούνται και συγκρίνονται βάσει των αποτελεσμάτων εξομοιώσεων. Ο πιο αποδοτικός από αυτούς είναι ο αποκαλούμενος αλγόριθμος log Sum-Product και στηρίζει σε μεγάλο βαθμό την επίδοσή του σε μία αρκετά πολύπλοκή συνάρτηση, την Φ(x). Η υλοποίηση της τελευταίας σε υλικό επιβάλλει την πεπερασμένη ακρίβεια αναπαράστασής της, δηλαδή τον κβαντισμό της. Το σφάλμα κβαντισμού που εισάγεται από την διαδικασία αυτή θέτει ένα όριο στην επίδοση του αλγορίθμου. Η μελέτη που έγινε στα πλαίσια της εργασίας οδήγησε στον προσδιορισμό δύο μηχανισμών εισαγωγής σφάλματος κβαντισμού στον αλγόριθμο log Sum-Product και στη θεωρητική έκφραση της πιθανότητας εμφάνισης κάθε μηχανισμού κατά την πρώτη επανάληψη του αλγορίθμου. Μελετήθηκε επίσης ο τρόπος με τον οποίο το εισαγόμενο σφάλμα κβαντισμού επιδρά στην απόφαση του αλγορίθμου στο τέλος της κάθε επανάληψης και αναπτύχθηκε ένα θεωρητικό μοντέλο αυτού του μηχανισμού. Το θεωρητικό μοντέλο δίνει την πιθανότητα αλλαγής απόφασης του αλγορίθμου λόγω του σφάλματος κβαντισμού της συνάρτησης Φ(x), χωρίς όμως να είναι ακόμα πλήρες αφού βασίζεται και σε πειραματικά δεδομένα. Η ολοκλήρωση του μοντέλου, ώστε να είναι πλήρως θεωρητικό, θα μπορούσε να αποτελέσει αντικείμενο μελλοντικής έρευνας, καθώς θα επιτρέψει τον προσδιορισμό του περιορισμού της επίδοσης του αλγορίθμου για συγκεκριμένο σχήμα κβαντισμού της συνάρτησης, αποφεύγοντας χρονοβόρες εξομοιώσεις. / Low-Density Parity-Check (LDPC) codes belong to the category of Linear Block Codes. They are error detection and correction codes. Although LDPC codes have been proposed by R. Gallager since 1962, they were scarcely considered in the 35 years that followed. Only in the end-90's they were rediscovered due to their decoding performance that approaches Shannon limit. As their name indicates they are parity check codes whose parity check matrix is sparse. Since the encoding process is simple, the decoding procedure determines the performance and the consumed power of the decoder. For this reason several iterative decoding algorithms have been developed. However theoretical determination of their performance has not yet been feasible. This work presents the most important iterative decoding algorithms for LDPC codes, that have been developed to date. These algorithms are implemented in matlab and their performance is studied through simulation. The most powerful among them, namely Log Sum-Product, uses a very nonlinear function called Φ(x). Hardware implementation of this function enforces finite accuracy, due to finite word length representation. The roundoff error that this procedure imposes, impacts the decoding performance by means of two mechanisms. Both mechanisms are analyzed and a theoretical expression for each mechanism activation probability, at the end of the first iteration of the algorithm, is developed. The impact of the roundoff error on the decisions taken by the log Sum-Product decoding algorithm at the end of each iteration is also studied. The mechanism by means of which roundoff alters the decisions of a finite word length implementation of the algorithm compared to the infinite precision case, is analyzed and a corresponding theoretical model is developed. The proposed model computes the probability of changing decisions due to finite word length representation of Φ(x), but it is not yet complete, since the determination of the corresponding parameters is achieved through experimental results. Further research focuses on the completion of the theoretical model, since it can lead to a tool that computes the expected degradation of the decoding performance for a particular implementation of the decoder, without the need of time-consuming simulations.

Coding is an essential technology for efficient fiber-optic communications and secure quantum communications. In particular, low-density parity-check (LDPC) coding is favoured due to its strong error correction capability and high-throughput implementation feasibility. In fiber-optic communications, it has been realized that advanced high-order modulation formats and soft-decision forward error correction (FEC) such as LDPC codes are the key technologies for the next-generation high-speed optical communications. Therefore, energy-efficient LDPC coding in combination with advanced modulation formats is an important topic that needs to be studied for fiber-optic communications. In secure quantum communications, large-alphabet quantum key distribution (QKD) is becoming attractive recently due to its potential in improving the efficiency of key exchange. To recover the carried information bits, efficient information reconciliation is desirable, for which the use of LDPC coding is essential. In this dissertation, we first explore different efficient LDPC coding schemes for optical transmission of polarization-division multiplexed quadrature-amplitude modulation (QAM) signals. We show that high energy efficiency can be achieved without incurring extra overhead and complexity. We then study the transmission performance of LDPC-coded turbo equalization for QAM signals in a realistic fiber link as well as that of pragmatic turbo equalizers. Further, leveraging the polarization freedom of light, we expand the signal constellation into a four-dimensional (4D) space and evaluate the performance of LDPC-coded 4D signals in terms of transmission reach. Lastly, we study the security of a proposed weak-coherent-state large-alphabet QKD protocol and investigate the information reconciliation efficiency based on LDPC coding.

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