Wireless communications have to face to several different security issues in practice due to the nature of broadcast.The information theory is well known to provide efficient approaches to address security issues in w...Wireless communications have to face to several different security issues in practice due to the nature of broadcast.The information theory is well known to provide efficient approaches to address security issues in wireless communications,which attracts much attention in both industry and academia in recent years.In this paper,inspired by information theory,we study the outage probability of the opportunistic relay selection based on cognitive decode-and-forward relaying with the secrecy consideration.Specifically,the closed-form expression of the outage probability is proposed.Moreover,the asymptotic performance evaluation on the basis of the analytical results is investigated.The simulation results show that the relay selection can reduce the outage probability in accordance with our theoretical analysis.展开更多
This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework.In-sample results indicate that oil futures intraday information is helpful to in...This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework.In-sample results indicate that oil futures intraday information is helpful to increase the predictability.Moreover,compared to the benchmark model,the proposed models improve their predictive ability with the help of oil futures realized volatility.In particular,the multivariate HAR model outperforms the univariate model.Accordingly,considering the contemporaneous connection is useful to predict the US stock market volatility.Furthermore,these findings are consistent across a variety of robust checks.展开更多
基金This work is partially supported by National Major Project of China(No.2010ZX03006-006)National Natural Science Foundation of China(No.61571241)+4 种基金the Ministry of Education-China Mobile Research Foundation,China(No.MCM20170205)the Communication Soft Science Research Project of Ministry of Industry and Information Technology,China(No.2017-R-34)the Scientific Research Foundation of the Higher Education Institutions of Jiangsu Province,China(No.15KJA510002 and 17KJB510043)the Research Foundation for Advanced Talents,Nanjing University of Posts and Telecommunications(No.NY217146)Open Foundation of the Remote Measuring and Control Key Lab of Jiangsu Province,China(No.2242015k30005).
文摘Wireless communications have to face to several different security issues in practice due to the nature of broadcast.The information theory is well known to provide efficient approaches to address security issues in wireless communications,which attracts much attention in both industry and academia in recent years.In this paper,inspired by information theory,we study the outage probability of the opportunistic relay selection based on cognitive decode-and-forward relaying with the secrecy consideration.Specifically,the closed-form expression of the outage probability is proposed.Moreover,the asymptotic performance evaluation on the basis of the analytical results is investigated.The simulation results show that the relay selection can reduce the outage probability in accordance with our theoretical analysis.
基金supported by the Natural Science Foundation of China[71701170,71901041,71971191,72071162]
文摘This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework.In-sample results indicate that oil futures intraday information is helpful to increase the predictability.Moreover,compared to the benchmark model,the proposed models improve their predictive ability with the help of oil futures realized volatility.In particular,the multivariate HAR model outperforms the univariate model.Accordingly,considering the contemporaneous connection is useful to predict the US stock market volatility.Furthermore,these findings are consistent across a variety of robust checks.
