In this paper, an early stopping scheme is proposed for low-density parity-check (LDPC) decoders. The proposed scheme predicts that the LDPC decoder will not be able to correct errors and then stops the iterative decoding process before reaching the maximum number of iterations. When the number of parity checks unsatisfied at both the l-th and the (l-T)-th decoding iterations is larger than a threshold, the decoder with the proposed scheme predicts that the decoding of the codeword is failed at the last iteration. Protograph-based extrinsic information transfer (PEXIT) chart analysis is used to determine the threshold. Simulation results show that the LDPC decoder can correct errors with the lower average number of iterations by using both the conventional syndrome test and proposed scheme.

Pairs trading is an instance of statistical arbitrage that relies on heavy quantitative data analysis to profit by capitalising low-risk trading opportunities provided by anomalies of related assets. A key element in pairs trading is the rule by which open and close trading triggers are defined. This paper investigates the use of time series regression to define the rule which has previously been identified with fixed threshold-based approaches. Empirical results indicate that our approach may yield significantly increased excess returns compared to ones obtained by previous approaches on large capitalisation stocks in the Korean equities market.

A generalization of unequal error protection (UEP) rateless codes and distributed rateless codes for distributed relay networks is proposed. We consider a two-hop relaying network where a single source transmits UEP rateless coded data to a destination via multiple relays. At the relays, the UEP rateless coded symbols are re-encoded by distributed rateless codes (DRC) to minimize the redundancy at the second hop. Previously introduced UEP rateless codes (URC) have supported a limited number of importance classes, mostly two classes, and targeted importance levels suited to a specific application. In this paper, however, we formulate an optimization problem to provide optimal URC in terms of the symbol error rate (SER) given any specific number and strengths of importance levels. Next, another optimization is proposed to obtain DRC with the minimum SER at a given overhead, which utilizes information of common symbols among the relays. The optimization methods are based on the AND-OR tree analysis and sequential quadratic programming. In addition, we evaluate the minimum achievable end-to-end symbol error rates over the wireless relay networks.

Several studies on fountain codes have proposed degree distribution optimization schemes to maximize symbol recovery rate. However, if the number of transmitted coded symbols is limited or the channel erasure probability is high, it may be impossible that a user recovers all of the data symbols regardless of degree distribution employed by the source. In this study, we focus on a new system model where one source transmits fountain-coded symbols to multiple users who already possess some data symbols and coded symbols. Assuming that each user can transmit a feedback packet containing its own state information before the source transmits coded symbols, we propose two types of degree distribution design schemes that are suitable for the system model. Simulation results demonstrate the efficiency of our proposed schemes by comparing with conventional methods in terms of symbol recovery rate and full recovery rate.

We investigate secure transmission for multiuser relay networks, where the undesired users who are not selected for data reception may overhear the source message as eavesdroppers. In this system, the secrecy performance may deteriorate as the number of users increases, since the number of eavesdroppers also increases. To address this issue, we consider a multiuser relay scheme with cooperative jamming (MUCJ). In this scheme, the desired user sends a jamming signal to the relay while the source sends its message to the relay, and then the relay amplifies and forwards the received signal to the desired user. Since the jamming can be subtracted only at the desired user, it acts as interference to prevent the eavesdroppers from intercepting the source message. We propose an optimal user selection scheme for the MUCJ, which is optimal in the sense of maximizing the secrecy rate. For the existing multiuser relay scheme (MURS) without cooperative jamming and the MUCJ, we derive the ergodic secrecy rates and analyze the asymptotic secrecy rate gains. We reveal that the ergodic secrecy rate can be increased as the number of users grows and much higher secrecy rate can be achieved by the MUCJ.

Rateless codes are representative capacity achieving codes for the binary erasure channels. We consider a network where multiple noncooperative sources with arbitrarily correlated messages communicate with a single destination. The conventional distributed rateless coding scheme introduces a general And-or tree analysis and provides linear programming (LP) based solutions only for some special cases. However, in this paper, an optimization method applicable to all the cases is proposed. Based on the generalized analysis, we define a new objective and employ the sequential quadratic programming (SQP) algorithm to solve the problem. The obtained solution contains optimal degree distributions and symbol-selection weights. It is shown that the proposed scheme exhibits the reduced overhead at the higher symbol recovery rate region compared to the conventional schemes.

This paper investigates the outage performance of an amplify-and-forward (AF) relay network with varying number of relays (RN-VR). In the previous works for the analysis of multi-relay networks, the number of available relays is always assumed to be fixed. Thus, the performance and diversity of the relay network is determined by the assumed number of available relays. However, under some practical cooperative system where many users in neighboring region share a restricted number of relays, the number of available relays may change due to the preoccupied relays by other users. Therefore, the performance and diversity of the relay networks cannot be represented as the previous analysis and, thus, a different investigation of this model is needed in this case. To investigate the suggested cooperative system, occupancy of each relay is modeled as a continuous time Markov on-off process to represent the varying number of relays and provide analytical insight. Based on this theoretical approach, we explore the outage performance of an AF relay network which is called RN-VR in a practical manner.

To account for randomly distributed nodes in a wireless ad hoc network, the random access transport capacity is defined as the average maximum rate of successful end-to-end transmission over some distance. In this paper, we consider a random access transport capacity for a dual-hop relaying to find the end-to-end throughput of wireless ad hoc network, where each node relays using Amplify-and-Forward (AF) strategy. In particular, we also present the exact outage probability for dualhop AF relaying in the presence of both co-channel interference and thermal noise, where interferers are spatially distributed following a Poisson distribution. Intriguingly, even though transmitting nodes increase, numerical results demonstrate that the overall throughput of dual-hop AF relaying decreases due to interference. Moreover, it is noted that the dual-hop AF relaying is still beneficial in terms of the random access transport capacity in wireless ad hoc networks.

Multi-hop relaying over long distance is efficient to solve transmitter-power problem and mitigate wireless channel impairment. This paper provides a multi-hop relaying with Decode-and-Forward(DF) strategy in a wireless ad hoc network considering both noise and interference. Furthermore, we consider a realistic communication model where interferers are randomly scattered and uncoordinated with Poisson distribution. We analyze exact outage probability and spectral efficiency of a multi-hop DF relaying. From numerical results, multi-hop DF relaying has better performance than dual-hop relaying in terms of both outage probability and spectral efficiency.

The outage probability of dual-hop amplify-and- forward (AF) relaying scheme with partial relay selection is derived when the multiple interferences affect on the relay nodes. In contrast to the previous works, we focus on analyzing the effect of multiple interferences which make the transmission channel degraded. Following the partial relay selection policy, the best source to relay path is selected based on the comparisons of signal-to-interference and noise ratio (SINR) among all source to relay paths. An exact expression of outage probability is presented and simulation results are also presented for the validity of the analytical result. This result shows the effect of multiple interferences on cooperative AF relaying system in multicell environment.

This paper describes a new relaying scheme to reduce overhead of LT coded networks. The most popular degree distribution of LT codes is robust soliton distribution (RSD) which has low decoding complexity and decoding failure probability. This paper proposes a relaying scheme that makes degree distribution of encoding symbol at the sink equal to RSD, under the assumption that the each source generates encoding symbols according to RSD. The proposed relaying scheme and the assumption are appropriate for the network model organized by two sources, one relay and multiple sinks which receive data from one source or two sources. In this paper, four operations of relay are defined and class is introduced to determine which operation is used to generate output symbols. Moreover class distribution is defined and derived to make the statistical degree distribution at sink equal to RSD. From the simulation results, it can be confirmed for ARS to reduce the overall data traffic of the network model.

Network coding was proposed to increase the achievable throughput of multicast in a network. Recently, combining network coding into user cooperation has attracted research attention. For cooperative transmission schemes with network coding, users combine their own and their partner's messages by network coding operation. In previous works, it was shown that adaptive DF with network coding can achieve diversity gain and additional throughput gain. In this paper, to improve performance of conventional protocols and maximize advantage of using network coding, we propose a new network coding based user cooperation scheme which uses adaptively amplify-and- forward and decode-and-forward according to inter-user channel status. We derive outage probability bound of proposed scheme and prove that it has full diversity order in the high SNR regime. Moreover, based on the outage bound, we compute optimal power allocation for the proposed scheme.

Relaying technique has been developed considerable attention in response to improve reliability and to extend wireless network coverage. One of conventional relaying technique, incremental relaying which uses limited feedback from the destination has attracted research attention because of performance and minimization of relay usage. Moreover, optimal power allocation for various relaying schemes have been recently studied due to limited battery lifetimes in emerging wireless applications, e.g. sensor networks. In this paper, for proposing suitable relay scheme in the practical communication and improving performance of conventional relaying, we apply hybrid relaying to incremental relaying, called hybrid incremental relaying. This scheme adaptively uses the amplify-and-forward and decode-and-forward whether a relay decodes successfully or not. This paper derives outage probability and bit error probability of hybrid incremental relaying. We also compute optimal power allocation for proposed scheme and simulation results show a noticeable performance improvement compared to the equal power allocation scheme.

In this paper, an efficient Decode-and-Forward (DF) relay selection scheme for interference-limited relaying networks is considered. In contrast to previously reported works, we consider multiple interferences which make the conventional relay selection schemes not suitable for interference-limited networks and propose a new relay selection scheme for DF protocol with multiple interferences. Approximate analysis for multiple interferences which is suitable for analysis of interference-limited relaying system is suggested. It is shown that the interferences change the statistical description of the conventional DF protocol and a statistical expression is subsequently derived. We derive outage probability and bit error probability (BEP) of the proposed scheme based on approximate analysis for multiple interferences. Numerical results illustrate the superiority of the proposed scheme over the conventional relay selection scheme where the interferences is not considered. These results point out that the proposed scheme is proper for relaying environment where there are multiple interferences at the relay nodes.

In this paper, we improve performance of Low Density Parity Check (LDPC) codes by adding a large number of short cycles. Short cycles, especially cycles of length 4, degrade performance of LDPC codes if the standard BP (Belief Propagation) decoding is used. Therefore current researches have focused on removing cycles of length 4 for designing good performance LDPC codes. We found that a large number of cycles of length 4 improve performance of LDPC codes if a modified BP decoding is used. We present the modified BP decoding algorithm for LDPC codes with a large number of short cycles. We show that the modified BP decoding performance of LDPC codes with a large number of short cycles is better than the standard BP decoding performance of LDPC codes designed by avoiding short cycles.

Density evolution has recently been used to analyze iterative decoding and explain many characteristics of iterative decoding including convergence of performance and preferred structures for the constituent codes. The scaling of extrinsic information (messages) has been heuristically used to enhance the performance in the iterative decoding literature, particularly based on the min-sum message passing algorithm. In this paper, it is demonstrated that density evolution can be used to obtain the optimal scaling factor and also estimate the maximum achievable scaling gain. For low density parity check (LDPC (codes and serially) concatenated convolutional codes (SCCC) with two-state constituent codes, the analytic density evolution technique is used, while the signal-to-noise ratio (SNR) evolution technique and the EXIT chart technique is used for SCCC with more than 2 state constituent codes. Simulation results show that the scaling gain predicted by density evolution or SNR evolution matches well with the scaling gain observed by simulation.

Iterative detection (ID) has proven to be a near-optimal solution for concatenated finite state machines (FSMs) with interleavers over an additive white Gaussian noise (AWGN) channel. When perfect channel state information (CSI) is not available at the receiver, an adaptive ID (AID) scheme is required to deal with the unknown, and possibly time-varying, parameters. The basic building block for ID or AID is the soft-input soft-output (SISO) or adaptive SISO (A-SISO) module. The complexity of SISOs and A-SISOs increases exponentially with constraint length. Reduced state SISO (RS-SISO) algorithms have been applied to reduce the complexity of the A-SISO module. We show that serially concatenated CPM (SCCPM) with AID has turbo-like performance over fading ISI channels and also RS-A-SISO systems have large iteration gains. Various design options for RS-A-SISO algorithms are evaluated and performance and complexity are compared.

Several structures for fixed-lag (FL) soft-in/soft-out (SISO) algorithms in the case of a perfectly known channel are well-known. These forward-only and bi-directional fixed-lag SISOs have been described with the bi-directional version shown to be preferred. Adaptive iterative detection using adaptive SISOs (A-SISOs) have also been demonstrated to provide significant performance gains for time-varying channels. However, these impressive results have been obtained with fixed-interval, bi-directional A-SISOs and training signals at both ends of the data packet. We combine these results to develop and compare various adaptive, fixed-lag SISOs. Among several reasonable options considered, the preferred A-SISO algorithm is found to be bi-directional with forward-only channel estimation.

Several structures for adaptive iterative detection (AID) for fading channels have been described in the literature. One approach to AID, iterative detection with a decoupled estimator, has been proposed with hard decision feedback. Recently, it was noted that a soft decoder (e.g., turbo decoder) makes it possible to feed back soft information on data to the decoupled channel estimator. In this paper we present adaptive iterative detection with a decoupled channel estimator (decoupled-AID) based on hard or soft decision feedback from a turbo decoder. The performance of the decoupled-AID on two modulation methods (e.g., punctured-QPSK, 8PSK) is compared. As a decoupled channel estimator, the Wiener filter and Kalman filter are considered based on probabilistic channel models. A new feedback method, which uses partial soft information with or without amplitude normalization, is proposed.