43 resultados para fund performance evaluation


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Performance evaluation of parallel software and architectural exploration of innovative hardware support face a common challenge with emerging manycore platforms: they are limited by the slow running time and the low accuracy of software simulators. Manycore FPGA prototypes are difficult to build, but they offer great rewards. Software running on such prototypes runs orders of magnitude faster than current simulators. Moreover, researchers gain significant architectural insight during the modeling process. We use the Formic FPGA prototyping board [1], which specifically targets scalable and cost-efficient multi-board prototyping, to build and test a 64-board model of a 512-core, MicroBlaze-based, non-coherent hardware prototype with a full network-on-chip in a 3D-mesh topology. We expand the hardware architecture to include the ARM Versatile Express platforms and build a 520-core heterogeneous prototype of 8 Cortex-A9 cores and 512 MicroBlaze cores. We then develop an MPI library for the prototype and evaluate it extensively using several bare-metal and MPI benchmarks. We find that our processor prototype is highly scalable, models faithfully single-chip multicore architectures, and is a very efficient platform for parallel programming research, being 50,000 times faster than software simulation.

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We find a strong negative predictive relation between the propensity of active mutual funds to hold overpriced stocks and their subsequent performance. High-propensity funds, or overpriced funds, display poor stock picking skills as they further purchase overpriced stocks during episodes of fund inflows. Interestingly, overpriced funds attract considerable capital inflows during high sentiment episodes, after controlling for the effects of past fund performance. The overall evidence is consistent with the notion that overpriced funds, unable to improve their stock picking skills through time, target optimistic investors by engaging in marketing activities and catering to preferences for skewed returns.

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This letter investigates performance enhancement by the concept of multi-carrier index keying in orthogonal frequency division multiplexing (OFDM) systems. For the performance evaluation, a tight closed-form approximation of the bit error rate (BER) is derived introducing the expression for the number of bit errors occurring in both the index domain and the complex domain, in the presence of both imperfect and perfect detection of active multi-carrier indices. The accuracy of the derived BER results for various cases are validated using simulations, which can provide accuracy within 1 dB at favorable channels.

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In this paper, the impact of hardware impairments on secrecy performance of cognitive MIMO schemes is investigated. In addition, the relay which helps the source forward the source signal to the destination can operate either half-duplex mode or full-duplex mode. For performance evaluation, we give the expressions of average secrecy rate over Rayleigh fading channel. Monte-Carlo simulations are presented to compare and optimize the performance of the proposed schemes.

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This paper describes middleware-level support for agent mobility, targeted at hierarchically structured wireless sensor and actuator network applications. Agent mobility enables a dynamic deployment and adaptation of the application on top of the wireless network at runtime, while allowing the middleware to optimize the placement of agents, e.g., to reduce wireless network traffic, transparently to the application programmer. The paper presents the design of the mechanisms and protocols employed to instantiate agents on nodes and to move agents between nodes. It also gives an evaluation of a middleware prototype running on Imote2 nodes that communicate over ZigBee. The results show that our implementation is reasonably efficient and fast enough to support the envisioned functionality on top of a commodity multi-hop wireless technology. Our work is to a large extent platform-neutral, thus it can inform the design of other systems that adopt a hierarchical structuring of mobile components. © 2012 ICST Institute for Computer Science, Social Informatics and Telecommunications Engineering.

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Multicarrier Index Keying (MCIK) is a recently developed technique that modulates subcarriers but also indices of the subcarriers. In this paper a novel low-complexity detection scheme of subcarrier indices is proposed for an MCIK system and addresses a substantial reduction in complexity over the optimalmaximum likelihood (ML) detection. For the performance evaluation, a closed-form expression for the pairwise error probability (PEP) of an active subcarrier index, and a tight approximation of the average PEP of multiple subcarrier indices are derived in closed-form. The theoretical outcomes are validated usingsimulations, at a difference of less than 0.1dB. Compared to the optimal ML, the proposed detection achieves a substantial reduction in complexity with small loss in error performance (<= 0.6dB).

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This paper presents a thorough performance analysis of dual-hop cognitive amplify-and-forward (AF) relaying networks under spectrum-sharing mechanism over independent non-identically distributed (i.n.i.d.) &#x100000; fading channels. In order to guarantee the quality-of-service (QoS) of primary networks, both maximum tolerable peak interference power Q at the primary users (PUs) and maximum allowable transmit power P at secondary users (SUs) are considered to constrain transmit power at the cognitive transmitters. For integer-valued fading parameters, a closed-form lower bound for the outage probability (OP) of the considered networks is obtained. Moreover, assuming arbitrary-valued fading parameters, the lower bound in integral form for the OP is derived. In order to obtain further insights on the OP performance, asymptotic expressions for the OP at high SNRs are derived, from which the diversity/coding gains and the diversity-multiplexing gain tradeoff (DMT) of the secondary network can be readily deduced. It is shown that the diversity gain and also the DMT are solely determined by the fading parameters of the secondary network whereas the primary network only affects the coding gain. The derived results include several others available in previously published works as special cases, such as those for Nakagami-m fading channels. In addition, performance evaluation results have been obtained by Monte Carlo computer simulations which have verified the accuracy of the theoretical analysis.

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Synchrophasors have become an important part of the modern power system and numerous applications have been developed covering wide-area monitoring, protection and control. Most applications demand continuous transmission of synchrophasor data across large geographical areas and require an efficient communication framework. IEEE C37.118-2 evolved as one of the most successful synchrophasor communication standards and is widely adopted. However, it lacks a predefined security mechanism and is highly vulnerable to cyber attacks. This paper analyzes different types of cyber attacks on IEEE C37.118-2 communication system and evaluates their possible impact on any developed synchrophasor application. Further, the paper also recommends an efficent security mechanism that can provide strong protection against cyber attacks. Although, IEEE C37.118-2 has been widely adopted, there is no clear understanding of the requirements and limitations. To this aim, the paper also presents detailed performance evaluation of IEEE C37.118-2 implementations which could help determine required resources and network characteristics before designing any synchrophasor application.

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Today, an ever-increasing number of devices has networking capability. The main implication of this fact is that such devices are often left fully powered yet idle just to maintain their network presence, hence leading to large energy waste. This ultimately results in higher electricity cost for consumers. This paper tackles an effective mechanism to reduce energy waste of consumer electronics, by boosting the usage of lowpower states available in most devices. The main concept is to delegate background networking routines to home gateways, which are today available in most homes and offices. The paper describes the functionality and the software architecture to be implemented by home gateways and consumer electronics, reports performance evaluation on a working prototype, and provides estimation of potential benefits for consumers.

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We propose a new selective multi-carrier index keying in orthogonal frequency division multiplexing (OFDM) systems that opportunistically modulate both a small subset of sub-carriers and their indices. Particularly, we investigate the performance enhancement in two cases of error propagation sensitive and compromised deviceto-device (D2D) communications. For the performance evaluation, we focus on analyzing the error propagation probability (EPP) introducing the exact and upper bound expressions on the detection error probability, in the presence of both imperfect and perfect detection of active multi-carrier indices. The average EPP results in closedform are generalized for various fading distribution using the moment generating function, and our numerical results clearly show that the proposed approach is desirable for reliable and energy-efficient D2D applications.

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Multi-carrier index keying (MCIK) is a recently developed transmission technique that exploits the sub-carrier indices as an additional degree of freedom for data transmission. This paper investigates the performance of a low complexity detection scheme with diversity reception for MCIK with orthogonal frequency division multiplexing (OFDM). For the performance evaluation, an exact and an approximate closed form expression for the pairwise error probability (PEP) of a greedy detector (GD) with maximal ratio combining (MRC) is derived. The presented results show that the performance of the GD is significantly improved when MRC diversity is employed. The proposed hybrid scheme is found to outperform maximum likelihood (ML) detection with a substantial reduction on the associated computational complexity.