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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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14284155 · Jun 202019922001200920172026
48 results for CSI compression

DeepCMC compresses CSI for massive MIMO systems, reducing overhead and improving performance.

problem High CSI overhead in massive MIMO systems limits spectral efficiency.
method Deep learning-based fully convolutional neural network with residual layers and entropy coding.
result DeepCMC outperforms state-of-the-art schemes in CSI reconstruction quality for the same compression rate.

Paper models and compresses wideband CSI feedback in FDD MIMO systems.

problem Fundamental limits of channel state information (CSI) feedback in FDD massive MIMO systems.
method Modeling CSI as a Gaussian-mixture source with latent geometry states, proposing Gaussian-mixture transform coding (GMTC).
result Near-optimal CSI compression achieved through state-adaptive transform coding without large neural encoders.

Massive multiple-input multiple-output (MIMO) systems require downlink channel state information (CSI) at the base station (BS) to better utilize the available spatial diversity and multiplexing gains. However, in a frequency division duplex (FDD) massive MIMO system, CSI feedback overhead degrades the overall spectral…

2019-10-23abs ↗pdf ↗

A pseudo-Riemannian manifold is called CSI if all scalar polynomial invariants constructed from the curvature tensor and its covariant derivatives are constant. In the Lorentzian case, the CSI spacetimes have been studied extensively due to their application to gravity theories. It is conjectured that a CSI spacetime i…

2018-12-28abs ↗pdf ↗

In this paper, we propose a new perspective for quantizing a signal and more specifically the channel state information (CSI). The proposed point of view is fully relevant for a receiver which has to send a quantized version of the channel state to the transmitter. Roughly, the key idea is that the receiver sends the r…

2019-04-02abs ↗pdf ↗

We build CSI-Net, a unified Deep Neural Network~(DNN), to learn the representation of WiFi signals. Using CSI-Net, we jointly solved two body characterization problems: biometrics estimation (including body fat, muscle, water, and bone rates) and person recognition. We also demonstrated the application of CSI-Net on tw…

2018-10-07abs ↗pdf ↗

The first step of a secure communication is authenticating legible users and detecting the malicious ones. In the last recent years, some promising schemes proposed using wireless medium network's features, in particular, channel state information (CSI) as a means for authentication. These schemes mainly compare user's…

2018-11-26abs ↗pdf ↗

Gait is a person's natural walking style and a complex biological process that is unique to each person. Recently, the channel state information (CSI) of WiFi devices have been exploited to capture human gait biometrics for user identification. However, the performance of existing CSI-based gait identification systems …

2019-02-06abs ↗pdf ↗

DNNs improve localization from channel estimates, overcoming practical impairments.

problem Improving localization accuracy from channel estimates in Massive MIMO systems.
method Principled feature design for DNNs invariant to practical impairments.
result DNN achieves high localization accuracy and generalization capability.

Knowledge of the channel state information (CSI) at the transmitter side is one of the primary sources of information that can be used for the efficient allocation of wireless resources. Obtaining downlink (DL) CSI in Frequency Division Duplexing (FDD) systems from uplink (UL) CSI is not as straightforward as in TDD sy…

2018-12-16abs ↗pdf ↗

Neural networks have been proposed recently for positioning and channel charting of user equipments (UEs) in wireless systems. Both of these approaches process channel state information (CSI) that is acquired at a multi-antenna base-station in order to learn a function that maps CSI to location information. CSI-based p…

2019-09-29abs ↗pdf ↗

CSI method learns conditional distributions by estimating flow equations.

problem Learning conditional distributions in generative models.
method Estimates probability flow equations to transport reference to target distribution.
result Derives explicit expressions for conditional drift and score functions.

This paper models CSI 300 index volatility using machine learning and addresses jump prediction.

problem Volatility modeling and jump prediction for high-frequency CSI 300 index data.
method Generalized Barndorff-Nielsen and Shephard model with machine learning algorithms for parameter estimation and forecast evaluation.
result Deterministic component of stochastic volatility processes can be captured over short and longer-term windows.

CSI detects novelty by contrasting shifted instances, outperforming existing methods.

problem Detecting samples from outside the training distribution.
method Contrastive learning with distributionally shifted augmentations.
result CSI outperforms existing methods in various novelty detection scenarios.

Channel charting (CC) has been proposed recently to enable logical positioning of user equipments (UEs) in the neighborhood of a multi-antenna base-station solely from channel-state information (CSI). CC relies on dimensionality reduction of high-dimensional CSI features in order to construct a channel chart that captu…

2019-08-07abs ↗pdf ↗

Ability to quantify and predict progression of a disease is fundamental for selecting an appropriate treatment. Many clinical metrics cannot be acquired frequently either because of their cost (e.g. MRI, gait analysis) or because they are inconvenient or harmful to a patient (e.g. biopsy, x-ray). In such scenarios, in …

2019-05-26abs ↗pdf ↗

Massive multiple-input multiple-output (MIMO) systems are a main enabler of the excessive throughput requirements in 5G and future generation wireless networks as they can serve many users simultaneously with high spectral and energy efficiency. To achieve this, massive MIMO systems require accurate and timely channel …

2020-02-17abs ↗pdf ↗

Paper proposes a new portfolio model for better investment decisions.

problem Traditional portfolio models fail to adapt to nonstationary markets.
method Developed a mean-detrended cross-correlation portfolio model (M-DCCP model).
result The M-DCCP model outperforms traditional models in constructing optimal portfolios.

Deep model improves option pricing for CSI 300 index with sentiment and volatility features.

problem Challenges in real market option pricing, especially with constant volatility assumption.
method Deep Forward-Backward Stochastic Differential Equation (FBSDE) framework with dual-network architecture.
result Significant reduction in MAE and MAPE compared to BSM model.

QuantaAlpha uses evolutionary algorithms to mine financial alpha robustly across market distributions.

problem Challenges in alpha mining due to market noise and regime shifts.
method Evolutionary framework treating each mining run as a trajectory, mutation, crossover, targeted revision, and reuse of effective patterns.
result Consistent gains over strong baselines and prior systems, achieving high IC and ARR.

In this paper, we consider signal detection algorithms in a multiple-input multiple-output (MIMO) decode-forward (DF) relay channel with one source, one relay, and one destination. The existing suboptimal near maximum likelihood (NML) detector and the NML with two-level pair-wise error probability (NMLw2PEP) detector a…

2018-07-12abs ↗pdf ↗

We give a general treatment of the somewhat unfamiliar operation on manifolds called Connected Sum at Infinity, or CSI for short. A driving ambition has been to make the geometry behind the well definition and basic properties of CSI as clear and elementary as possible. CSI then yields a very natural and elementary pro…

2010-10-13abs ↗pdf ↗

This paper explores the use of ambient radio frequency (RF) signals for human presence detection through deep learning. Using WiFi signal as an example, we demonstrate that the channel state information (CSI) obtained at the receiver contains rich information about the propagation environment. Through judicious pre-pro…

2020-02-13abs ↗pdf ↗

A new stock selection strategy uses combined machine learning with dynamic weighting methods.

problem Improving stock selection accuracy and performance.
method Combined machine learning algorithms with static and dynamic weighting methods.
result IC-based dynamic weighting outperforms static evaluation metrics in backtested returns and predictive performance.

Study shows investor sentiment boosts intraday trading in Chinese markets.

problem Impact of investor sentiment on intraday overtrading in Chinese A-share markets.
method High-frequency sentiment indices from social media analyzed for intraday overtrading in CSI 300 and CSI 500 constituents.
result Investor sentiment significantly increases intraday overtrading, especially among institutional investors.

Adaptive learning model forecasts financial prices using order book data.

problem Forecasting high-frequency financial time series with non-stationary data.
method Adaptive learning model based on order book data, with stationarity and non-stationarity considerations.
result The model outperforms top fixed models and improves forecasting accuracy.

The MAXFLAT low-pass filter improves factor adjustment for better portfolio performance in China's stock market.

problem Improving factor adjustment for better portfolio performance in China's stock market.
method Using MAXFLAT low-pass volatility model to adjust factors and construct portfolios.
result Adjusted factors by MAXFLAT volatility model show better performance in both large and small cap universes.

Improved stock price prediction model using generalized order flow imbalance.

problem Improving stock price prediction models using new order flow imbalance indicators.
method Proposed a generalized order flow imbalance construction method and applied it to CSI 500 stocks.
result Generalized Stationarized Order Flow Imbalance (log-GOFI) shows significant improvement in explaining stock price changes.

MiM-StocR combines momentum indicators and adaptive ranking loss for better stock recommendation.

problem Lack of simultaneous short-term trend and ranking prediction in stock recommendation models.
method Integrates momentum indicators and proposes Adaptive-k ApproxNDCG for ranking optimization.
result MiM-StocR outperforms state-of-the-art MTL baselines in stock recommendation.

The inference of correlated signal fields with unknown correlation structures is of high scientific and technological relevance, but poses significant conceptual and numerical challenges. To address these, we develop the correlated signal inference (CSI) algorithm within information field theory (IFT) and discuss its n…

2016-12-26abs ↗pdf ↗

Random orthogonalization improves FL in massive MIMO systems without CSI.

problem Efficient model aggregation in FL with minimal channel estimation overhead.
method Combining FL with massive MIMO's channel hardening and favorable propagation, random orthogonalization reduces channel estimation overhead.
result Achieves model aggregation without CSI, significantly reducing channel estimation overhead.

Paper proposes MSSDDPG for better financial trading strategies.

problem Extracting accurate features from noisy, non-stationary financial time series.
method Multi-scale stroke deep deterministic policy gradient reinforcement learning model (MSSDDPG).
result MSSDDPG outperforms other strategies in China's CSI 300 and SSE Composite.

Paper proposes a reinforcement learning method for trading using expert trajectories.

problem Inability of existing methods to handle long-term goals and delayed rewards in futures trading.
method Modeling futures trading as MDP, using reinforcement learning with expert trajectories and multiple short-term alpha factors.
result The proposed method outperforms traditional and deep learning methods in trading performance.