arXiv subjects

Maksym A. Girnyk

Publications and source records attributed to Maksym A. Girnyk.

12 recordsLinked to original sources

arXiv2025

Correlation Structures and Regime Shifts in Nordic Stock Markets

Financial markets are complex adaptive systems characterized by collective behavior and abrupt regime shifts, particularly during crises. This paper studies time-varying dependencies in Nordic equity markets and examines whether correlation-eigenstructure dynamics can be exploited for regime-aware portfolio construction. Using two decades of daily data for the OMXS30, OMXC20, and OMXH25 universes, pronounced regime dependence in rolling correlation matrices is documented: crisis episodes are characterized by sharp increases in the leading eigenvalue and counter-cyclical behavior in the second eigenvalue. Eigenportfolio regressions further support a market-factor interpretation of the dominant eigenmode. Building on these findings, an adaptive portfolio allocation framework is proposed, combining correlation-matrix cleaning, an eigenvalue-ratio crisis indicator and long-only minimum-variance optimization with constraints that bound exposures to dominant eigenmodes. Backtesting results indicate improved downside protection and risk-adjusted performance during stress regimes, while remaining competitive with state-of-the-art benchmarks in tranquil periods.

q-fin.PM↗

arXiv2024

On Broad-Beam Reflection for Dual-Polarized RIS-Assisted MIMO Systems

The use of a reconfigurable intelligent surface (RIS) for aiding user-specific transmission has been widely explored. However, little attention has been devoted to utilizing RIS for assisting cell-specific transmission, where the RIS needs to reflect signals in a broad angular range. Furthermore, although modern communication systems operate in two polarizations, the majority of the works on RIS consider a uni-polarized surface, only reflecting the signals in one polarization. To fill these gaps, we study a downlink broadcasting scenario where a base station (BS) sends a cell-specific signal to all the users residing at unknown locations with the assistance of a dual-polarized RIS. We utilize the duality between the auto-correlation function and power spectrum in the space/spatial frequency domain to design configurations for broad-beam reflection. We first consider a free-space line-of-sight BS-RIS channel and show that the RIS configuration matrices must form a Golay complementary array pair for broad-beam radiation. We also present how to form Golay complementary array pairs based on known Golay complementary sequence pairs. We then consider an arbitrary BS-RIS channel and propose an algorithm based on stochastic optimization to find RIS configurations that produce a practically broad beam by relaxing the requirement on uniform broadness. Numerical simulations are finally conducted to corroborate the analyses and evaluate the performance.

eess.SP↗

arXiv2023

Broad Beam Reflection for RIS-Assisted MIMO Systems with Planar Arrays

While reconfigurable intelligent surface (RIS)-aided user-specific beamforming has been vastly investigated, the aspect of utilizing RISs for assisting cell-specific transmission has been largely unattended. Aiming to fill this gap, we study a downlink broadcasting scenario where a base station (BS) sends a cell-specific signal to all the users located in a wide angular area with the assistance of a dual-polarized RIS. We utilize the polarization degree of freedom offered by this type of RIS and design the phase configurations in the two polarizations in such a way that the RIS can radiate a broad beam, thereby uniformly covering all azimuth and elevation angles where the users might reside. Specifically, the per-polarization configuration matrices are designed in such a way that the total power-domain array factor becomes spatially flat over all observation angles implying that the RIS can preserve the broad radiation pattern of a single element while boosting its gain proportionally to its aperture size. We validate the mathematical analyses via numerical simulations.

eess.SP↗

arXiv2023

Dual-Polarized Reconfigurable Intelligent Surface Assisted Broad Beamforming

A reconfigurable intelligent surface (RIS) consists of a large number of low-cost elements that can control the propagation environment seen from a transmitter by intelligently applying phase shifts to impinging signals before reflection. This paper studies an RIS-assisted communication system where a transmitter wants to transmit a common signal to many users residing in a wide angular area. To cover this sector uniformly, the RIS needs to radiate a broad beam with a spatially flat array factor, instead of a narrow beam as normally considered. To achieve this, we propose to use a dual-polarized RIS consisting of elements with orthogonal polarizations and show that the RIS can produce a broad beam if the phase shift configuration vectors in the two polarizations form a so-called Golay complementary sequence pair. By utilizing their properties, we also present a method for constructing configuration for large RISs from smaller ones, while preserving the broad radiation pattern of the smaller RIS. The numerical results corroborate the mathematical analyses and highlight the greatly improved coverage properties.

eess.SP↗

arXiv2021

Deep-Learning Based Linear Precoding for MIMO Channels with Finite-Alphabet Signaling

This paper studies the problem of linear precoding for multiple-input multiple-output (MIMO) communication channels employing finite-alphabet signaling. Existing solutions typically suffer from high computational complexity due to costly computations of the constellation-constrained mutual information. In contrast to existing works, this paper takes a different path of tackling the MIMO precoding problem. Namely, a data-driven approach, based on deep learning, is proposed. In the offline training phase, a deep neural network learns the optimal solution on a set of MIMO channel matrices. This allows the reduction of the computational complexity of the precoder optimization in the online inference phase. Numerical results demonstrate the efficiency of the proposed solution vis-à-vis existing precoding algorithms in terms of significantly reduced complexity and close-to-optimal performance.

cs.IT↗

arXiv2021

Efficient Cell-Specific Beamforming for Large Antenna Arrays

We propose an efficient method for designing broad beams with spatially flat array factor and efficient power utilization for cell-specific coverage in communication systems equipped with large antenna arrays. To ensure full power efficiency, the method is restricted to phase-only weight manipulations. Our framework is based on the discovered connection between dual-polarized beamforming and polyphase Golay sequences. Exploiting this connection, we propose several methods for array expansion from smaller to larger sizes, while preserving the radiation pattern. In addition, to fill the gaps in the feasible array sizes, we introduce the concept of $ε$-complementarity that relaxes the requirement on zero side lobes of the sum aperiodic autocorrelation function of a sequence pair. Furthermore, we develop a modified Great Deluge algorithm (MGDA) that finds $ε$-complementary pairs of arbitrary length, and hence enables broad beamforming for arbitrarily-sized uniform linear arrays. We also discuss the extension of this approach to two-dimensional uniform rectangular arrays. Our numerical results demonstrate the superiority of the proposed approach with respect to existing beam-broadening methods.

eess.SP↗

arXiv2020

Energy-Efficient Design of Broad Beams for Massive MIMO Systems

Massive MIMO is a promising air interface technique for 5G wireless communications. Such antennas offers capabilities to utilize channel correlations to create beams suitable for user specific transmissions. Most of the prior research is devoted to user-specific transmission in such systems, where a narrow beam is formed towards a user to improve its reception. Meanwhile, public-channel transmission to multiple users at once by means of broad beams has been understudied. In this paper, we introduce the concept of array-size invariant (ASI) beamforming, enabling generation of broad beams from very large antenna arrays where all elements are transmitting at maximum power. The ASI technique offers the possibility to achieve a perfectly flat array factor by exploiting the additional degree of freedom coming from polarization diversity. The technique is applicable to uniform linear and rectangular arrays and is characterized by low-complexity beam synthesis. The usefulness of the ASI beamforming is illustrated by means of a numerical example showing the design of a cell-specific broad beam for publicchannel transmission in a realistic network deployment.

eess.SP↗

arXiv2016

Asymptotic Performance Analysis of a K-Hop Amplify-and-Forward Relay MIMO Channel

The present paper studies the asymptotic performance of multi-hop amplify-and-forward relay multiple-antenna communication channels. Each multi-antenna terminal in the network amplifies the received signal, sent by a source, and retransmits it upstream towards a destination. Achievable ergodic rates under both jointly optimal detection and decoding and practical separate decoding schemes for arbitrary signaling schemes, along with the average bit error rate for various receiver structures are derived in the regime where the number of antennas at each terminal grows large without a bound. To overcome the difficulty of averaging over channel realizations we apply large-system analysis based on the replica method from statistical physics. The validity of the large-system analysis is further verified through Monte Carlo simulations of realistic finite-sized systems.

cs.IT↗

arXiv2014

On the Optimal Precoding for MIMO Gaussian Wire-Tap Channels

We consider the problem of finding secrecy rate of a multiple-input multiple-output (MIMO) wire-tap channel. A transmitter, a legitimate receiver, and an eavesdropper are all equipped with multiple antennas. The channel states from the transmitter to the legitimate user and to the eavesdropper are assumed to be known at the transmitter. In this contribution, we address the problem of finding the optimal precoder/transmit covariance matrix maximizing the secrecy rate of the given wiretap channel. The problem formulation is shown to be equivalent to a difference of convex functions programming problem and an efficient algorithm for addressing this problem is developed.

cs.IT↗

arXiv2014

On the Transmit Beamforming for MIMO Wiretap Channels: Large-System Analysis

With the growth of wireless networks, security has become a fundamental issue in wireless communications due to the broadcast nature of these networks. In this work, we consider MIMO wiretap channels in a fast fading environment, for which the overall performance is characterized by the ergodic MIMO secrecy rate. Unfortunately, the direct solution to finding ergodic secrecy rates is prohibitive due to the expectations in the rates expressions in this setting. To overcome this difficulty, we invoke the large-system assumption, which allows a deterministic approximation to the ergodic mutual information. Leveraging results from random matrix theory, we are able to characterize the achievable ergodic secrecy rates. Based on this characterization, we address the problem of covariance optimization at the transmitter. Our numerical results demonstrate a good match between the large-system approximation and the actual simulated secrecy rates, as well as some interesting features of the precoder optimization.

cs.IT↗

arXiv2014

Asymptotic Analysis of SU-MIMO Channels With Transmitter Noise and Mismatched Joint Decoding

Hardware impairments in radio-frequency components of a wireless system cause unavoidable distortions to transmission that are not captured by the conventional linear channel model. In this paper, a 'binoisy' single-user multiple-input multiple-output (SU-MIMO) relation is considered where the additional distortions are modeled via an additive noise term at the transmit side. Through this extended SU-MIMO channel model, the effects of transceiver hardware impairments on the achievable rate of multi-antenna point-to-point systems are studied. Channel input distributions encompassing practical discrete modulation schemes, such as, QAM and PSK, as well as Gaussian signaling are covered. In addition, the impact of mismatched detection and decoding when the receiver has insufficient information about the non-idealities is investigated. The numerical results show that for realistic system parameters, the effects of transmit-side noise and mismatched decoding become significant only at high modulation orders.

cs.IT↗

arXiv2014

Large-System Analysis of Correlated MIMO Multiple Access Channels with Arbitrary Signaling in the Presence of Interference

Presence of multiple antennas on both sides of a communication channel promises significant improvements in system throughput and power efficiency. In effect, a new class of large multiple-input multiple-output (MIMO) communication systems has recently emerged and attracted both scientific and industrial attention. To analyze these systems in realistic scenarios, one has to include such aspects as co-channel interference, multiple access and spatial correlation. In this paper, we study the properties of correlated MIMO multiple-access channels in the presence of external interference. Using the replica method from statistical physics, we derive the ergodic sum-rate of the communication for arbitrary signal constellations when the numbers of antennas at both ends of the channel grow large. Based on these asymptotic expressions, we also address the problem of sum-rate maximization using statistical channel information and linear precoding. The numerical results demonstrate that when the interfering terminals use discrete constellations, the resulting interference becomes easier to handle compared to Gaussian signals. Thus, it may be possible to accommodate more interfering transmitter-receiver pairs within the same area as compared to the case of Gaussian signals. In addition, we demonstrate numerically for the Gaussian and QPSK signaling schemes that it is possible to design precoder matrices that significantly improve the achievable rates at low-to-mid range of signal-to-noise ratios when compared to isotropic precoding.

cs.IT↗