University of Piraeus

About: University of Piraeus is a education organization based out in Piraeus, Attiki, Greece. It is known for research contribution in the topics: Context (language use) & Computer science. The organization has 1731 authors who have published 6209 publications receiving 106699 citations.

Volatility Spillovers and the Effect of News Announcements

Abstract: We examine the effect of U.S. and European news announcements on the spillover of volatility across U.S. and European stock markets. Using synchronously observed international implied volatility indices at a daily frequency, we find significant spillovers of implied volatility between U.S. and European markets as well as within European markets. We observe a stark contrast in the effect of scheduled versus unscheduled news releases. Scheduled (unscheduled) news releases resolve (create) information uncertainty, leading to a decrease (increase) in implied volatility. Nevertheless, news announcements do not fully explain the volatility spillovers, although they do affect the magnitude of volatility spillovers. Our results are robust to extreme market events such as the recent financial crisis and provide evidence of volatility contagion across markets.

Another look at the performance of MRC schemes in Nakagami-m fading channels with arbitrary parameters

Abstract: In this letter, we take a close look at the performance of maximal ratio combining (MRC) schemes operating in a flat-Nakagami-m fading environment with arbitrary fading parameters. We derive an expression for the probability density function (pdf) of the output signal-to-noise ratio (SNR) by expressing the moment generating function of the output SNR in the form of multiple Barnes-type contour integrals. By evaluating the inverse transform and converting the multiple contour integrals into infinite series, we are able to derive an expression for the pdf of the output SNR when the Nakagami fading parameters along the diversity branches take on real and arbitrary values. Consequently, the average bit-error rate can now be expressed in terms of Lauricella's multivariate hypergeometric function, which can be easily evaluated numerically. Special cases of the main results reduce to known results in the literature. The results, which apply to independent as well as correlated diversity branches, will be useful for predicting the system performances when the Nakagami fading parameters are real and arbitrary.

A Survey of TDMA Scheduling Schemes in Wireless Multihop Networks

Abstract: One of the major problems in wireless multihop networks is the scheduling of transmissions in a fair and efficient manner Time Division Multiple Access (TDMA) seems to be one of the dominant solutions to achieve this goal since it is a simple scheme and can prolong the devices’ lifetime by allowing them to transmit only a portion of the time during conversation For that reason, several TDMA scheduling algorithms may be found in the literature The scope of this article is to classify the existing TDMA scheduling algorithms based on several factors, such as the entity that is scheduled, the network topology information that is needed to produce or maintain the schedule, and the entity or entities that perform the computation that produces and maintains the schedules, and to discuss the advantages and disadvantages of each category

Detecting unauthorized and compromised nodes in mobile ad hoc networks

Abstract: Security of mobile ad hoc networks (MANET) has become a more sophisticated problem than security in other networks, due to the open nature and the lack of infrastructure of such networks. In this paper, the security challenges in intrusion detection and authentication are identified and the different types of attacks are discussed. We propose a two-phase detection procedure of nodes that are not authorized for specific services and nodes that have been compromised during their operation in MANET. The detection framework is enabled with the main operations of ad hoc networking, which are found at the link and network layers. The proposed framework is based on zero knowledge techniques, which are presented through proofs.

UltraDense Networks: The New Wireless Frontier for Enabling 5G Access

Abstract: The extreme traffic load that future wireless networks are expected to accommodate requires a rethinking of the system design. The initial estimations indicate that, unlike the evolutionary path of previous cellular generations that was based on spectral efficiency improvements, the most substantial amount of future system performance gains will be obtained by means of network infrastructure densification. By increasing the density of operator-deployed infrastructure elements along with incorporation of user-deployed access nodes (ANs) and mobile user devices acting as infrastructure prosumers, having one or more ANs exclusively dedicated to each user is expected to become feasible, introducing the ultradense network (UDN) paradigm. Although it is clear that UDNs are able to take advantage of the significant benefits provided by proximal transmissions and increased spatial reuse of system resources, large node density and irregular deployment introduce new challenges, mainly due to the interference environment characteristics that are vastly different from previous cellular deployments. This article attempts to provide insights on fundamental issues related to UDN deployment, such as determining the infrastructure density required to support the given traffic load requirements and the benefits of network-wise coordination, demonstrating the potential of UDNs for fifth-generation (5G) wireless networks.