Dynamic Spectrum Sharing in the Age of Millimeter Wave Spectrum Access

Next-generation wireless networks are facing spectrum shortage challenges, mainly due to, among other factors, the projected massive numbers of IoT connections and the emerging bandwidth-hungry applications that such networks ought to serve. Spectrum is scarce and expensive, and therefore, it is of crucial importance to devise dynamic and flexible spectrum access policies and techniques that yield optimal usage of such a precious resource. A new trend recently being adopted as a key solution to this spectrum scarcity challenge is to exploit higher frequency bands, namely mmWave bands, that were considered impractical few years ago, but are now becoming feasible due to recent advances in electronics. Though, fortunately, spectrum regulatory bodies have responded by allowing the use of new bands in the mmWave frequencies, much work still needs to be done to benefit from such new spectra. In this paper, we discuss some key spectrum management challenges that pertain to dynamic spectrum access at the mmWave frequencies, which need to be overcome in order to promote dynamic spectrum sharing at these mmWave bands. We also propose new techniques that enable efficient dynamic spectrum sharing at the mmWave bands by addressing some of the discussed challenges, and highlight open research challenges that still need to be addressed to fully unleash the potential of dynamic spectrum sharing at mmWave bands

When the Hammer Meets the Nail: Multi-Server PIR for Database-Driven CRN with Location Privacy Assurance

We show that it is possible to achieve information theoretic location privacy for secondary users (SUs) in database-driven cognitive radio networks (CRNs) with an end-to-end delay less than a second, which is significantly better than that of the existing alternatives offering only a computational privacy. This is achieved based on a keen observation that, by the requirement of Federal Communications Commission (FCC), all certified spectrum databases synchronize their records. Hence, the same copy of spectrum database is available through multiple (distinct) providers. We harness the synergy between multi-server private information retrieval (PIR) and database- driven CRN architecture to offer an optimal level of privacy with high efficiency by exploiting this observation. We demonstrated, analytically and experimentally with deployments on actual cloud systems that, our adaptations of multi-server PIR outperform that of the (currently) fastest single-server PIR by a magnitude of times with information theoretic security, collusion resiliency, and fault-tolerance features. Our analysis indicates that multi-server PIR is an ideal cryptographic tool to provide location privacy in database-driven CRNs, in which the requirement of replicated databases is a natural part of the system architecture, and therefore SUs can enjoy all advantages of multi-server PIR without any additional architectural and deployment costs.Comment: 10 pages, double colum

Extreme Value Theory and Value at Risk : Application to Oil Market

Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and governments. Most analysts believe that oil price fluctuations have considerable consequences on economic activity. Oil markets have become relatively free, resulting in a high degree of oil-price volatility and generating radical changes to world energy and oil industries. As a result oil markets are naturally vulnerable to significant negative volatility. An example of such a case is the oil embargo crisis of 1973. In this newly created climate, protection against market risk has become a necessity. Value at Risk (VaR) measures risk exposure at a given probability level and is very important for risk management. Appealing aspects of Extreme Value Theory (EVT) have made convincing arguments for its use in managing energy price risks. In this paper, we apply both unconditional and conditional EVT models to forecast Value at Risk. These models are compared to the performances of other well-known modelling techniques, such as GARCH, historical simulation and Filtered Historical Simulation. Both conditional EVT and Filtered Historical Simulation procedures offer a major improvement over the parametric methods. Furthermore, GARCH(1, 1)-t model may provide equally good results, as well as the combining of the two procedures.Extreme Value Theory, Value at Risk, oil price volatility, GARCH, Historical Simulation, Filtered Historical Simulation.