MoMo: a group mobility model for future generation mobile wireless networks

Existing group mobility models were not designed to meet the requirements for accurate simulation of current and future short distance wireless networks scenarios, that need, in particular, accurate, up-to-date informa- tion on the position of each node in the network, combined with a simple and flexible approach to group mobility modeling. A new model for group mobility in wireless networks, named MoMo, is proposed in this paper, based on the combination of a memory-based individual mobility model with a flexible group behavior model. MoMo is capable of accurately describing all mobility scenarios, from individual mobility, in which nodes move inde- pendently one from the other, to tight group mobility, where mobility patterns of different nodes are strictly correlated. A new set of intrinsic properties for a mobility model is proposed and adopted in the analysis and comparison of MoMo with existing models. Next, MoMo is compared with existing group mobility models in a typical 5G network scenario, in which a set of mobile nodes cooperate in the realization of a distributed MIMO link. Results show that MoMo leads to accurate, robust and flexible modeling of mobility of groups of nodes in discrete event simulators, making it suitable for the performance evaluation of networking protocols and resource allocation algorithms in the wide range of network scenarios expected to characterize 5G networks.Comment: 25 pages, 17 figure

Algorithms in future capital markets: A survey on AI, ML and associated algorithms in capital markets

This paper reviews Artificial Intelligence (AI), Machine Learning (ML) and associated algorithms in future Capital Markets. New AI algorithms are constantly emerging, with each 'strain' mimicking a new form of human learning, reasoning, knowledge, and decisionmaking. The current main disrupting forms of learning include Deep Learning, Adversarial Learning, Transfer and Meta Learning. Albeit these modes of learning have been in the AI/ML field more than a decade, they now are more applicable due to the availability of data, computing power and infrastructure. These forms of learning have produced new models (e.g., Long Short-Term Memory, Generative Adversarial Networks) and leverage important applications (e.g., Natural Language Processing, Adversarial Examples, Deep Fakes, etc.). These new models and applications will drive changes in future Capital Markets, so it is important to understand their computational strengths and weaknesses. Since ML algorithms effectively self-program and evolve dynamically, financial institutions and regulators are becoming increasingly concerned with ensuring there remains a modicum of human control, focusing on Algorithmic Interpretability/Explainability, Robustness and Legality. For example, the concern is that, in the future, an ecology of trading algorithms across different institutions may 'conspire' and become unintentionally fraudulent (cf. LIBOR) or subject to subversion through compromised datasets (e.g. Microsoft Tay). New and unique forms of systemic risks can emerge, potentially coming from excessive algorithmic complexity. The contribution of this paper is to review AI, ML and associated algorithms, their computational strengths and weaknesses, and discuss their future impact on the Capital Markets

Leveraging Sociological Models for Predictive Analytics

Abstract—There is considerable interest in developing techniques for predicting human behavior, for instance to enable emerging contentious situations to be forecast or the nature of ongoing but “hidden ” activities to be inferred. A promising approach to this problem is to identify and collect appropriate empirical data and then apply machine learning methods to these data to generate the predictions. This paper shows the performance of such learning algorithms often can be improved substantially by leveraging sociological models in their development and implementation. In particular, we demonstrate that sociologically-grounded learning algorithms outperform gold-standard methods in three important and challenging tasks: 1.) inferring the (unobserved) nature of relationships in adversarial social networks, 2.) predicting whether nascent social diffusion events will “go viral”, and 3.) anticipating and defending future actions of opponents in adversarial settings. Significantly, the new algorithms perform well even when there is limited data available for their training and execution. Keywords—predictive analysis, sociological models, social networks, empirical analysis, machine learning. I

Commuter Count: Inferring Travel Patterns from Location Data

In this Working Paper we analyse computational strategies for using aggregated spatio-temporal population data acquired from telecommunications networks to infer travel and movement patterns between geographical regions. Specifically, we focus on hour-by-hour cellphone counts for the SA-2 geographical regions covering the whole of New Zealand. This Working Paper describes the implementation of the inference algorithms, their ability to produce models of travel patterns during the day, and lays out opportunities for future development.Comment: Submitted to Covid-19 Modelling Aotearo

Future aircraft networks and schedules

This thesis has focused on an aircraft schedule and network design problem that involves multiple types of aircraft and flight service. First, this thesis expands a business model for integrating on-demand flight services with the traditional scheduled flight services. Then, this thesis proposes a three-step approach to the design of aircraft schedules and networks from scratch. After developing models in the three steps and creating large-scale instances of these models, this dissertation develops iterative algorithms and subproblem approaches to solving these instances, and it presents computational results of these large-scale instances. To validate the models and solution algorithms developed, this thesis compares the daily flight schedules that it designed with the schedules of the existing airlines. In addition, it discusses the implication of using new aircraft in the future flight schedules. Finally, future research in three areas--model, computational method, and simulation for validation--is proposed.Ph.D.Committee Chair: Johnson, Ellis; Committee Co-Chair: Clarke, John-Paul; Committee Member: Ergun, Ozlem; Committee Member: Nemirovski, Arkadi; Committee Member: Smith, Barr

Evaluation of Interference-Cancellation Based MAC Protocols for Vehicular Communications

Vehicular communications form an important part of future intelligent transport systems. Wireless connectivity between vehicles can enhance safety in vehicular networks and enable new services such as adaptive traffic control, collision detection and avoidance. As several new algorithms are being developed for enhancing vehicle to vehicle wireless connectivity, it is important to validate the performance of these algorithms using reasonably accurate wireless channel models. Specifically, some recent developments in the medium access control (MAC) layer algorithms appear to have the potential to improve the performance of vehicle to vehicle communications; however, these algorithms have not been validated with realistic channel models encountered in vehicular communications. The aforementioned issues are addressed in this thesis and correspondingly, there are two main contributions - (i) A complete IEEE 802.11p based transceiver model has been simulated in MATLAB and its performance & reliability are tested using existing empirically-developed wireless channel models. (ii) A new MAC layer algorithm based on slotted ALOHA with successive interference cancellation(SIC) has been evaluated and tested by taking into consideration the performance of underlying physical layer. The performance of slotted ALOHA-SIC and the already existing carrier sense multiple access with collision avoidance (CSMA/CA) scheme with respect to channel access delay and average packet loss ratio is also studied

Mutually exciting point process graphs for modelling dynamic networks

A new class of models for dynamic networks is proposed, called mutually exciting point process graphs (MEG). MEG is a scalable network-wide statistical model for point processes with dyadic marks, which can be used for anomaly detection when assessing the significance of future events, including previously unobserved connections between nodes. The model combines mutually exciting point processes to estimate dependencies between events and latent space models to infer relationships between the nodes. The intensity functions for each network edge are characterized exclusively by node-specific parameters, which allows information to be shared across the network. This construction enables estimation of intensities even for unobserved edges, which is particularly important in real world applications, such as computer networks arising in cyber-security. A recursive form of the log-likelihood function for MEG is obtained, which is used to derive fast inferential procedures via modern gradient ascent algorithms. An alternative EM algorithm is also derived. The model and algorithms are tested on simulated graphs and real world datasets, demonstrating excellent performance. Supplementary materials for this article are available online