5,304 research outputs found
Q-CSMA: Queue-Length Based CSMA/CA Algorithms for Achieving Maximum Throughput and Low Delay in Wireless Networks
Recently, it has been shown that CSMA-type random access algorithms can
achieve the maximum possible throughput in ad hoc wireless networks. However,
these algorithms assume an idealized continuous-time CSMA protocol where
collisions can never occur. In addition, simulation results indicate that the
delay performance of these algorithms can be quite bad. On the other hand,
although some simple heuristics (such as distributed approximations of greedy
maximal scheduling) can yield much better delay performance for a large set of
arrival rates, they may only achieve a fraction of the capacity region in
general. In this paper, we propose a discrete-time version of the CSMA
algorithm. Central to our results is a discrete-time distributed randomized
algorithm which is based on a generalization of the so-called Glauber dynamics
from statistical physics, where multiple links are allowed to update their
states in a single time slot. The algorithm generates collision-free
transmission schedules while explicitly taking collisions into account during
the control phase of the protocol, thus relaxing the perfect CSMA assumption.
More importantly, the algorithm allows us to incorporate mechanisms which lead
to very good delay performance while retaining the throughput-optimality
property. It also resolves the hidden and exposed terminal problems associated
with wireless networks.Comment: 12 page
Agent-based model with asymmetric trading and herding for complex financial systems
Background: For complex financial systems, the negative and positive
return-volatility correlations, i.e., the so-called leverage and anti-leverage
effects, are particularly important for the understanding of the price
dynamics. However, the microscopic origination of the leverage and
anti-leverage effects is still not understood, and how to produce these effects
in agent-based modeling remains open. On the other hand, in constructing
microscopic models, it is a promising conception to determine model parameters
from empirical data rather than from statistical fitting of the results.
Methods: To study the microscopic origination of the return-volatility
correlation in financial systems, we take into account the individual and
collective behaviors of investors in real markets, and construct an agent-based
model. The agents are linked with each other and trade in groups, and
particularly, two novel microscopic mechanisms, i.e., investors' asymmetric
trading and herding in bull and bear markets, are introduced. Further, we
propose effective methods to determine the key parameters in our model from
historical market data.
Results: With the model parameters determined for six representative
stock-market indices in the world respectively, we obtain the corresponding
leverage or anti-leverage effect from the simulation, and the effect is in
agreement with the empirical one on amplitude and duration. At the same time,
our model produces other features of the real markets, such as the fat-tail
distribution of returns and the long-term correlation of volatilities.
Conclusions: We reveal that for the leverage and anti-leverage effects, both
the investors' asymmetric trading and herding are essential generation
mechanisms. These two microscopic mechanisms and the methods for the
determination of the key parameters can be applied to other complex systems
with similar asymmetries.Comment: 17 pages, 6 figure
Wonders.Net Online Shopping Platform: Adopting Online Shopping In Malaysia & Introducing A New Method Of Payment Gateway
Dengan perkembangan e-dagangan yang semakin pesat, penggunaan pembelian secara talian
dikalangan orang Asia adalah masih terlalu rendah. Kajian ini menyelidik faktor-faktor yang
mempengaruhi penglibatan orang ramai untuk membabitkan diri dalam urusan jual-beli
dalam talian bagi kedua-dua pihak penjual dan pembeli. Berdasarkan hasil kajian kami,
hanya 12.4% daripada responden merupakan mereka yang berpengalaman dalam urusan
jual-beli dalam talian berbanding dengan 71.2% yang tidak berpengalaman. Kami mendapati
kebimbangan responden adalah berkenaan keselamatan pembayaran, keyakinan, dan
kebolehpercayaan terhadap para penjual dalam talian.
For the continuous growth and development of e-commerce, Asian consumers'
adoption of online shopping is very low. I experimentally investigate the factors that
influence people to participate in global online shopping for both seller and buyer.
Results of my survey indicate that only 12.4% respondents have experience in online
shopping versus 71.2% who do not have any prior experience. I found that the
respondents' major concerns are payment security, trustworthiness, and reliability of
online vendors
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