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TU Berlin

Inhalt des Dokuments

Books

S. Stanczak and 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 and 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.


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 and 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 and 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, pages 262{303. Cambridge University Press, UK, 2014, 262–303.


I. Bjelakovic and 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 and H. Boche and 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

O. Taghizadeh, S. Stanczak, H. Iimori and G. Thadeu 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, in 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 and 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


A. Pfadler and P. Jung and S. Stanczak (2020). Pulse-Shaped OTFS for V2X Short-Frame Communication with Tuned One-Tap Equalization. 24th International ITG Workshop on Smart Antennas, Poster presentation, February 18-20, 2020 in Hamburg, Germany


D.F. Külzer, S. Stanczak, R. L.G. Cavalcante and M. Botsov (2020). Predictive Resource Allocation for Automotive Applications using Interference Calculus. IEEE Globecom 2020, December 7-11, in Taipei, Taiwan


C. Ma, M. Zheng, W. Liang, M. Kasparick, and Y. Lin (2020). Deploying Two-Tiered Wireless Sensor/Actuator Networks Supporting In-Network Computation. 18th IEEE International Conference on Industrial Informatics (INDIN), Warwick, UK, 2020


M. A. Gutierrez-Estevez, Z. Utkovski, P. Agostini, D. Schäufele, M. Frey, I. Bjelakovic and S. Stanczak (2020). Quality-of-Service prediction for physical-layer security via secrecy maps. ICASSP 2020 - 45th International Conference on Acoustics, Speech, and Signal Processing, May 4-8, 2020 in Barcelona, Spain


R. L. G. Cavalcante, Q. Liao and S. Stanczak (2020). Connections between spectral properties of asymptotic mappings and solutions to wireless network problems. ICASSP 2020 - 45th International Conference on Acoustics, Speech, and Signal Processing, , May 4-8, 2020 in Barcelona, Spain


R. L. G. Cavalcante and S. Stanczak (2020). Channel covariance estimation in multiuser massive MIMO systems with an approach based on infinite dimensional hilbert spaces. ICASSP 2020 - 45th International Conference on Acoustics, Speech, and Signal Processing, May 4-8, 2020 in Barcelona, Spain


J. Dommel, Z. Utkovski, S. Stanczak and O. Simeone (2020). Joint source-channel coding and bayesian message passing detection for grant-free radio access in IOT. ICASSP 2020 - 45th International Conference on Acoustics, Speech, and Signal Processing, May 4-8, 2020 in Barcelona, Spain


M. Mehlhose, D. A. Awan, R. L.G. Cavalcante, M. Kurras and S. Stanczak (2020). Machine Learning-Based Adaptive Receive Filtering: Proof-of-Concept on an SDR Platform. accepted, IEEE International Conference on Communications (ICC), Dublin, Ireland, 2020


J. Fink, M. Kasparick and S. Stanczak (2020). Robust Submodular RRH Selection for Joint Multicast Downlink Transmission. 24th International ITG Workshop on Smart Antennas (WSA 2020), Hamburg, Germany, 18-20 Feb. 2020, (to appear)


J. Fink, R. L.G. Cavalcante and S. Stanczak (2020). Online Channel Estimation for Hybrid Beamforming Architectures. ICASSP 2020 - 45th International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2020), 4-8 May, 2020 in Barcelona, Spain


R. L.G. Cavalcante and S. Stanczak (2020). Hybrid data and model driven algorithms for angular power spectrum estimation. IEEE GLOBECOM 2020, December 7 - 11, in Taipei, Taiwan


M. Mehlhose, D. A. Awan, R. L.G. Cavalcante, M. Kurras, S. Stanczak (2020). Machine Learning-Based Adaptive Receive Filtering: Proof-of-Concept on an SDR Platform. 45th International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020, May 4-8, 2020, Barcelona, Spain (accepted demo submission)


R. L. G. Cavalcante and S. Stanczak (2020). A hybrid model-data driven approach for the estimation of the angular power spectrum in massive MIMO systems. IEEE Statistical Signal Processing Workshop 2020, Rio de Janeiro, Brazil, 12th-15th July, 2020 (to appear)


J. Dommel, Z. Utkovski, O. Simeone and S. Stanczak (2020). Joint Source-Channel Coding for Grant-Free Radio Access in IoT Fog Networks: Edge vs Cloud Processing. IEEE Statistical Signal Processing Workshop 2020, Rio de Janeiro, Brazil, 12th-15th July, 2020 (to appear)


R. Hernangómez and A. Santra and S. Stanczak (2019). Human Activity Classification with Frequency Modulated Continuous Wave Radar Using Deep Convolutional Neural Networks. RADAR 2019 International Conference, 23-27 Sept. 2019, Toulon, France


I. Bjelakovic, M. Frey and S. Stanczak (2019). Distributed Approximation of Functions over Fast Fading Channels with Applications to Distributed Learning and the Max-Consensus Problem. 57th Annual Allerton Conference on Communication, Control, and Computing, 24-27 Sept. 2019 in Urbana, IL, USA


J. Fink and D. Schäufele and M. Kasparick and R. L.G. Cavalcante and S. Stanczak (2019). Cooperative localization by set-theoretic estimation. 23rd International ITG Workshop on Smart Antennas (WSA), April 24-26, 2019 in Vienna, Austria


Ramya Panthangi Manjunath and Mate Boban and Chan Zhou and Slawomir Stanczak (2019). Using Learning Methods for V2V Path Loss Prediction. Phy & Fundamentals of the IEEE WCNC 2019 conference, in Marrakech, Morocco, April 15-18


R. Ismayilov, B. Holfeld, R. L.G. Cavalcante and M. Kaneko (2019). Power and Beam Optimization for Uplink Millimeter-Wave Hotspot Communication Systems. IEEE Wireless Communications and Networking Conference, 15-19 April 2019 in Marrakech, Morocco


Renato L.G. Cavalcante and Slawomir Stanczak (2019). Weakly standard interference mappings: existence of fixed points and applications to power control in wireless networks. International Conference on Acoustics, Speech, and Signal Processing, 12 - 17 May, 2019 in Brighton, UK


J. Fink and R. L.G. Cavalcante and S. Stanczak (2019). Multicast beamforming using semidefinite reflaxation and bounded perturbation resilience. International Conference on Acoustics, Speech and Signal Processing (ICASSP), 12 - 17 May, 2019 in Brighton, UK


N. Agrawal, M. Frey and S. Stanczak (2019). A Scalable Max-Consensus Protocol For Noisy Ultra-Dense Networks. IEEE 20th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), 2-5 July 2019, Cannes, France


Z. Utkovski, P. Agostini, M. Frey, I. Bjelakovic and S. Stanczak (2019). Learning Radio Maps for Physical-Layer Security in the Radio Access. IEEE 20th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), 2-5 July 2019, Cannes, France


D. Schäufele, R. L.G. Cavalcante and S. Stanczak (2019). Tensor Completion for Radio Map Reconstruction using Low Rank and Smoothness. IEEE 20th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC)


R. Panthangi Manjunath, M. Boban, C. Zhou and S. Stanczak (2019). Online Learning Framework for V2V Link Quality Prediction. IEEE GLOBECOM 2019, December 9 – 13, in Waikoloa, Hawaii, USA


J. Dommel, Z. Utkovski, L. Thiele and S. Stanczak (2019). Sparse Code-Domain Non-Orthogonal Random Access with Turbo-Peeling Decoder. Asilomar Conference on Signals, Systems, and Computers (Nov 3-6, 2019) in Pacific Grove, CA, USA


C. Ballesteros, A. Pfadler, J. Romeu and L. Jofre (2018). 5G Vehicle MIMO Antenna Capacity Based on a Rigorous Electromagnetic Channel Modeling. 48th European Microwave Conference (EuMC), 23-27 Sept. 2018, Madrid, Spain, pp. 1077-1080.


M. Frey and I. Bjelakovic and S. Stanczak (2018). Resolvability on Continuous Alphabets. IEEE International Symposium on Information Theory (ISIT)


J. Fink and R. L.G. Cavalcante and P. Jung and S. Stanczak (2018). Extrapolated Projection Methods for PAPR Reduction. 26th European Signal Processing Conference (EUSIPCO 2018), Sept. 2018


D. A. Awan and R.L.G. Cavalcante and M. Yukawa and S. Stanczak (2018). Detection for 5G-NOMA: An Online Adaptive Machine Learning Approach. IEEE International Conference on Communications (ICC), Kansas City, MO, USA.


R. Gangula, D. Gesbert, D.F. Külzer and J.M. Franceschi (2018). A landing spot approach for enhancing the performance of UAV-aided wireless networks. IEEE International Conference on Communications Workshops (ICC Workshops), May 20-24, 2018, in Kansas City, United States


A. Pfadler, C. Ballesteros, J. Romeu and L. Jofre (2018). Multi-antenna configuration modeling for massive MIMO V2I. 12th European Conference on Antennas and Propagation (EuCAP 2018), 9-13 April 2018, London, UK, pp. 1-5.


L. Miretti and R.L.G. Cavalcante and S. Stanczak (2018). FDD massive MIMO channel spatial covariance conversion using projection methods. IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)


D. A. Awan and R.L.G. Cavalcante and S. Stanczak (2018). A Robust Machine Learning Method for Cell-Load Approximation in Wireless Networks. IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP), Calgary, Alberta, Canada.


R. L. G. Cavalcante and L. Miretti and S. Stanczak (2018). Error Bounds for FDD Massive MIMO Channel Covariance Conversion with Set-Theoretic Methods. Proc. IEEE Global Telecommunications Conference (GLOBECOM), Dec. 2018 (to appear)


F. Molinari and S. Stanczak and J. Raisch (2018). Exploiting the Superposition Property of Wireless Communication for Max-Consensus Problems in Multi-Agent Systems. European Control Conference, Limassol, Cyprus, June 12-15


P. Agostini and Z. Utkovski and S. Stanczak and J. Pilz (2018). Scalable massive random access in C-RAN with fronthaul limitations. 15th International Symposium on Wireless Communication Systems (ISWCS) 2018


R. L. G. Cavalcante and S. Stanczak (2018). Spectral radii of asymptotic mappings and the convergence speed of the standard fixed point algorithm. Proc. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Apr. 2018


B.-S. Shin, M. Yukawa, R. L. G. Cavalcante, and A. Dekorsy (2018). A hybrid dictionary approach for distributed kernel adaptive filtering in diffusion networks. Proc. IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, AB, Canada, 15-20 April 2018


D. A. Awan, R. L.G. Cavalcante, Z. Utkovski and S. Stanczak (2018). Set-Theoretic Learning for Detection in Cell-Less C-RAN System. IEEE Global Conference on Signal and Information Processing, California, USA, Nov. 26-29, 2018


L. Miretti, R. L.G. Cavalcante and S. Stanczak (2018). Downlink channel spatial coveriance estimation in realistic FDD massive MIMO systems. 6th IEEE Global Conference on Signal and Information Processing, Anaheim, California, USA, Nov. 26-29, 2018


M.A. Gutierrez-Estevez and R.L.G. Cavalcante and S. Stanczak (2018). Nonparametric Radio Maps Reconstruction via Elastic Net Regularization with Multi-Kernels. IEEE 19th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC)


M. Raceala-Motoc and P. Jung and Z. Utkovski and S. Stanczak (2018). C-RAN-Assisted Non-Coherent Grant-Free Random Access Based on Compute-and-Forward. IEEE GLOBECOM 2018


M. Raceala-Motoc and S. Limmer and I. Bjelakovic and S. Stanczak (2018). Distributed Machine Learning in the Context of Function Computation over Wireless Networks. 52nd Asilomar Conference on Signals, Systems and Computers 2018, Preprint.


Renato L. G. Cavalcante and Slawomir Stanczak (2018). Low-complexity distributed set-theoretic decoders for analog fountain codes. 52nd Asilomar Conference on Signals, Systems and Computers 2018, Preprint.


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