• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.18 no.1
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• pp.59-69
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• 2018

In this paper, we present a robust beamforming design to tackle the weighted sum-rate maximization (WSRM) problem in a multicell multiple-input multiple-output (MIMO) - non-orthogonal multipleaccess (NOMA) downlink system for 5G wireless communications. This work consider the imperfectchannel state information (CSI) at the base station (BS) by adding uncertainties to channel estimation matrices as the worst-case model i.e., singular value uncertainty model (SVUM). With this observation, the WSRM problem is formulated subject to the transmit power constraints at the BS. The objective problem is known as on-deterministic polynomial (NP) problem which is difficult to solve. We propose an robust beam forming design which establishes on majorization minimization (MM) technique to find the optimal transmit beam forming matrix, as well as efficiently solve the objective problem. In addition, we also propose a joint user clustering and power allocation (JUCPA) algorithm in which the best user pair is selected as a cluster to attain a higher sum-rate. Extensive numerical results are provided to show that the proposed robust beamforming design together with the proposed JUCPA algorithm significantly increases the performance in term of sum-rate as compared with the existing NOMA schemes and the conventional orthogonal multiple access (OMA) scheme.

• Journal of Korea Multimedia Society
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• v.13 no.5
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• pp.641-650
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• 2010

Color image sensors (CIS) output color images through image sensors and image signal processing. Image sensors that convert light to electrical signal are divided into CMOS image sensor and CCD image sensor according to transferring method of signal charge. In general, a CIS has RGB output signals from tri-stimulus XYZ of the scene through image signal processing. This paper presents an adaptive colorimetric analysis method to obtain chromaticity and luminance using CIS under various environments. An image sensor for the use of colorimeter is characterized based on the CIE standard colorimetric observer. We use the method of least squares to derive a colorimetric characterization matrix between camera RGB output signals and CIE XYZ tristimulus values. We first survey the camera characterization in the standard environment then derive a SGL(shutter-gain-level) function which is relationship between luminance and auto exposure (AE) characteristic of CIS, and read the status of an AWB(auto white balance) function. Then we can apply CIS to measure luminance and chromaticity from camera outputs and AE resister values without any preprocessing. Camera RGB outputs, register values, and camera photoelectric characteristic are used to analyze the colorimetric results for real scenes such as chromaticity and luminance. Experimental results show that the proposed method is valid in the measuring performance. The proposed method can apply to various fields like surveillant systems of the display or security systems.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.