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