The Virtual Device: Expanding Wireless Communication Services Through Service Discovery and Session Mobility

We present a location-based, ubiquitous service architecture, based on the Session Initiation Protocol (SIP) and a service discovery protocol that enables users to enhance the multimedia communications services available on their mobile devices by discovering other local devices, and including them in their active sessions, creating a 'virtual device.' We have implemented our concept based on Columbia University's multimedia environment and we show its feasibility by a performance analysis

Cross-layer H.264 scalable video downstream delivery over WLANs

Thanks to its in-network drop-based adaptation capabilities, H.264 Scalable Video Coding is perceived as an effective approach for delivering video over networks characterized by sudden large bandwidth fluctuations, such as Wireless LANs. Performance may be boosted by the adoption of application-aware/cross-layer schedulers devised to intelligently drop video data units (NALUs), so that i) decoding dependencies are preserved, and ii) the quality perceived by the end users is maximized. In this paper, we provide a theoretical formulation of a QoE utility-optimal cross-layer scheduling problem for H.264 SVC downlink delivery over WLANs. We show that, because of the unique characteristics of the WLAN MAC operation, this problem significantly differs from related approaches proposed for scheduled wireless technologies, especially when the WLAN carries background traffic in the uplink direction. From these theoretical insights, we derive, design, implement and experimentally assess a simple practical scheduling algorithm, whose performance is very close to the optimal solution

Relationship of the change in implied volatility with the underlying equity index return in Thailand

The main purpose of this study is to examine the relationship between the change in implied volatility index and the underlying stock index return. The dataset used in this study is from 11/19/2010 to 12/27/2013. The regression analysis is performed on stationary series. The empirical results reveal that there is evidence of a significantly negative and asymmetric relationship between the return and the change in implied volatility in the Thai stock market. The finding in this study gives implication for risk management

Implied volatility transmissions between Thai and selected advanced stock markets

This paper investigates the impacts of changes in the U. S. implied volatility on the changes in implied volatilities of the Euro and Thai stock markets. For that purpose, volatilities implicit in stock index option prices from the U. S., Euro and Thai stock markets are analyzed using the standard Granger causality test, impulse response analysis, and variance decompositions. The results found in this study suggest that the U. S. stock market is the leading source of volatility transmissions since the changes in implied volatility in the U. S. stock market are transmitted to the Euro and Thai stock markets

Relationship of the change in implied volatility with the underlying equity index return in Thailand

In this study, we examine the relationship between the change in implied volatility index and the underlying stock index return in the Thai stock market. The data used are daily data during November 2010 to December 2013. The regression analysis is performed on stationary series. The empirical results reveal that there is evidence of a significantly negative and asymmetric relationship between the underlying stock index return and the change in implied volatility. The finding in this study gives implication for risk management

Asymmetric volatility of the Thai stock market: evidence from high-frequency data

This study employs the daily data of the Stock Exchange of Thailand to test for the leverage and volatility feedback effects. The period of investigation is during January 4, 2005 to December 27, 2013, which includes the Subprime crisis period in the US that might affect the volatility of stock market return in emerging stock markets. The results from this study show that the US subprime crisis imposes a minimal positive impact on volatility. In addition, the estimations of the three parametric asymmetric volatility models give the results showing some evidence of the volatility feedback and leverage effects. The findings give implications for portfolio diversification and risk management

Relationship of the change in implied volatility with the underlying equity index return in Thailand

The main purpose of this study is to examine the relationship between the change in implied volatility index and the underlying stock index return. The dataset used in this study is from 11/19/2010 to 12/27/2013. The regression analysis is performed on stationary series. The empirical results reveal that there is evidence of a significantly negative and asymmetric relationship between the return and the change in implied volatility in the Thai stock market. The finding in this study gives implication for risk management