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TU Berlin

Inhalt des Dokuments

Preprints

M. Frey, I. Bjelakovic and S. Stanczak (2021). Over-The-Air Computation in Correlated Channels. Submitted to IEEE Transactions on Signal Processing. Final version available at arXiv:2101.04690


M. Frey, I. Bjelakovic and S. Stanczak (2020). Towards Secure Over-The-Air Computation. Submitted to IEEE Transactions on Information Forensics and Security. Preprint available at arXiv:2001.03174


Books

S. Stanczak, M. Wiczanowski and H. Boche (2009). Fundamentals of Resource Allocation in Wireless Networks. volume 3 of Foundations in Signal Processing, Communications and Networking. Springer, Berlin, 2009. Springer, Berlin.


S. Stanczak, M. Wiczanowski and H. Boche (2006). Resource Allocation in Wireless Networks - Theory and Algorithms. Lecture Notes in Computer Science (LNCS 4000). Springer, Berlin, 2006. Springer, Berlin.


Book Chapters

D. A. Awan, R.L.G. Cavalcante, M. Yukawa and S. Stanczak (2020). Adaptive Learning for Symbol Detection. Machine Learning for Future Wireless Communications. Wiley & IEEE Press, 15.


R. Freund, T. Haustein, M. Kasparick, K. Mahler, J. Schulz-Zander, L. Thiele, T. Wiegand, and R. Weiler (2018). 5G-Datentransport mit Höchstgeschwindigkeit. book chapter in R. Neugebauer (Ed.), "Digitalisierung: Schlüsseltechnologien für Wirtschaft und Gesellschaft" (pp. 89–111). Berlin, Heidelberg (2018)


G. Wunder, M. Kasparick, P. Jung, T. Wild, F. Schaich, Y. Chen, G. Fettweis, I. Gaspar, N. Michailow, M. Matthé, L. Mendes, D. Kténas, J.‐B. Doré, V. Berg, N. Cassiau, S. Pietrzyk, and M. Buczkowski (2016). New Physical‐layer Waveforms for 5G. book chapter in "Towards 5G: Applications, Requirements and Candidate Technologies'', Wiley, 2016, Eds. Rath Vannithamby and Shilpa Telwar


S. Maghsudi and S. Stanczak (2015). Communications in Interference-Limited Networks. chapter Distributed Channel Selection for Underlay Device-to-Device Communications: A Game- Theoretical Learning Framework. Springer International Publishing, 2015. Springer International Publishing.


M. Goldenbaum, S. Stanczak and H. Boche (2015). Communications in Interference-Limited Networks. chapter Interference-Aware Analog Computation over the Wireless Channel: Fundamentals and Strategies. Springer International Publishing, 2015. Springer International Publishing.


R. L. G. Cavalcante, S. Stanczak and I. Yamada (2014). Cooperative Cognitive Radios with Diffusion Networks. chapter Cognitive Radio and Sharing Unlicensed Spectrum in the book Mechanisms and Games for Dynamic Spectrum Allocation, Cambridge University Press, UK, 2014, 262-303.


I. Bjelakovic, H. Boche and J. Sommerfeld (2013). Capacity Results for Arbitrarily Varying Wiretap Channels. In: Aydinian H., Cicalese F., Deppe C. (eds) Information Theory, Combinatorics, and Search Theory. Lecture Notes in Computer Science, vol 7777. Springer, Berlin, Heidelberg


I. Bjelakovic, H. Boche, G. Janen and J. Notzel (2013). Arbitrarily Varying and Compound Classical-Quantum Channels and a Note on Quantum Zero-Error Capacities. In: Aydinian H., Cicalese F., Deppe C. (eds) Information Theory, Combinatorics, and Search Theory. Lecture Notes in Computer Science, vol. 7777. Springer, Berlin, Heidelberg


S. Stanczak and H. Boche (2005). Towards a better understanding of the QoS tradeoff in multiuser multiple antenna systems. Smart Antennas–State-of-the-Art. Hindawi Publishing Corporation, 521-543.


Journal Publications

Lead-lag relationships in foreign exchange markets
Citation key Utk_Lead2019
Author L. Basnarkov, V. Stojkoski, Z. Utkovski and L. Kocarev
Year 2019
Journal Physica A: Statistical Mechanics and its Applications 539:122986, Sept. 2019
Abstract Lead–lag relationships among assets represent a useful tool for analyzing high frequency financial data. However, research on these relationships predominantly focuses on correlation analyses for the dynamics of stock prices, spots and futures on market indexes, whereas foreign exchange data have been less explored. To provide a valuable insight on the nature of the lead–lag relationships in foreign exchange markets here we perform a detailed study for the one-minute log returns on exchange rates through three different approaches: (i) lagged correlations, (ii) lagged partial correlations and (iii) Granger causality. In all studies, we find that even though for most pairs of exchange rates lagged effects are absent, there are many pairs which pass statistical significance tests. Out of the statistically significant relationships, we construct directed networks and investigate the influence of individual exchange rates through the PageRank algorithm. The algorithm, in general, ranks stock market indexes quoted in their respective currencies, as most influential. In contrast to the claims of the efficient market hypothesis, these findings suggest that all market information does not spread instantaneously.
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Conference, Symposium, and Workshop Papers

D.F. Külzer, F. Debbichi, S. Stanczak and M. Botsov (2021). On Latency Prediction with Deep Learning and Passive Probing at High Mobility. IEEE International Conference on Communications (ICC) 2021, Montreal, Canada (virtual conference), in June 14-23, 2021


D. Schäufele, M. Kasparick, J. Schwardmann, J. Morgenroth and S. Stanczak (2021). Terminal-Side Data Rate Prediction For High-Mobility Users. IEEE 93rd Vehicular Technology Conference (VTC2021-Spring), Helsinki, Finland, April 2021


M. Frey, I. Bjelakovic and S. Stanczak (2021). Over-The-Air Computation in Correlated Channels. Accepted for publication at IEEE 2020 Information Theory Workshop (ITW), April 11-15, 2021, final version on arXiv:2101.04690


D.F. Külzer, M. Kasparick, A. Palaios, R. Sattiraju, O. D. Ramos-Cantor, D. Wieruch, H. Tchouankem, F. Göttsch, P. Geuer, J. Schwardmann, G. Fettweis, H.D. Schotten and S. Stanczak (2021). AI4Mobile: Use Cases and Challenges of AI-based QoS Prediction for High-Mobility Scenarios. IEEE Vehicular Technology Conference (VTC Spring) 2021, April 25-28, in Helsinki, Finland


A. Pfadler, P. Jung, T. Szollmann and S. Stanczak (2021). Pulse-Shaped OTFS over Doubly-Dispersive Channels: One-Tap vs. Full LMMSE Equalizers. IEEE International Conference on Communications, 14-23 June 2021, Montreal, Canada


O. Taghizadeh, S. Stanczak, H. Iimori and G. T. Freitas de Abreu (2020). Full-Duplex AF MIMO Relaying: Impairments Aware Design and Performance Analysis. 2020 IEEE Global Communications Conference: Signal Processing for Communications (Globecom2020 SPC), December 7 - 11, in Taipei, Taiwan


A. Pfadler, P. Jung and S. Stanczak (2020). Mobility Modes for Pulse-Shaped OTFS with Linear Equalizer. IEEE Globecom 2020, December 7-11, Taipei, Taiwan


A. Pfadler, G. Jomod, A. E. Assaad and P. Jung (2020). Predictive Quality of Service: Adaptation of Platoon Inter-Vehicle Distance to Packet Inter-Reception Time. IEEE 91st Vehicular Technology Conference (VTC2020-Spring), Antwerp, Belgium, 2020, pp. 1-5.


P. Agostini, Z. Utkovski and S. Stanczak (2020). Channel Charting: an Euclidean Distance Matrix Completion Perspective. ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 4-8 May 2020 in Barcelona, Spain


D.F. Külzer, S. Stanczak and M. Botsov (2020). Novel QoS Control Framework for Automotive Safety-Related and Infotainment Services. IEEE Wireless Communications and Networking Conference 2020, May 25-28, Virtual Conference


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