We consider the design of cognitive Medium Access Control (MAC) protocols enabling a secondary (unlicensed) transmitterreceiver pair to communicate over the idle periods of a set of primary (licensed) channels. More specifically, we propose cognitive MAC protocols optimized for both slotted and un-slotted primary networks. For the slotted structure, the objective is to maximize the secondary th...

To enhance the throughput of a slotted random access protocol in a radio communication system, we describe the use of a scheme in which multiple power levels are used at the transmitters. We first consider a situation in which n transmitters are simultaneously trying to send a packet to a central receiving station using a time-slotted access protocol, like slotted ALOHA. Each of these transmitt...

We introduce a factor approach to performance measurement of global ESG equity investments. construct pure portfolios (PFP) following Fama-MacBeth; then, applying Fama-French (FF) spanning regressions that simultaneously test and the validity adding new factors FF 5-factor model. To address endogeneity, we use GMM-IV estimator. Our do not generate significant alphas during 2015-2019, corroborat...

In this paper we consider a slotted multi-hop wireless network, where a source transmits continuously data to a destination node, through a route composed of multiple relays which are randomly distributed over a line. The problem of interference among separate nodes in the route is addressed. We propose a novel Medium Access Control (MAC) protocol, named Prioritybased Carrier-Sense Multiple Acc...

The volatility of future earnings growth is a significant determinant of Fama and French’s Value premium. We use a stochastic earnings model of firm valuation to establish a formal link between the volatility of future earnings growth and the value premium. Furthermore we empirically confirm this relationship at the macro-level.

for assessment of portfolio performance, it's crucial to adjust the return by the risk which is taken. so it seems undeniable that for measuring the risk-adjusted return of portfolio, we need an appropriate and developed model for risk and asset pricing. fama & french 3 factor model could explain several return anomalies. recent studies show that capital productivity effects on stock retur...