arXiv subjects

Pablo Serrano

Publications and source records attributed to Pablo Serrano.

12 recordsLinked to original sources

arXiv2025

Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems

We present a scalable, hardware-aware methodology for extending the Variational Quantum Eigensolver (VQE) to large, realistic Dynamic Portfolio Optimization (DPO) problems. Building on the scaling strategy from our previous work, where we tailored a VQE workflow to both the DPO formulation and the target QPU, we now put forward two significant advances. The first is the implementation of the Ising Sample-based Quantum Configuration Recovery (ISQR) routine, which improves solution quality in Quadratic Unconstrained Binary Optimization problems. The second is the use of the VQE Constrained method to decompose the optimization task, enabling us to handle DPO instances with more variables than the available qubits on current hardware. These advances, which are broadly applicable to other optimization problems, allow us to address a portfolio with a size relevant to the financial industry, consisting of up to 38 assets and covering the full Spanish stock index (IBEX 35). Our results, obtained on a real Quantum Processing Unit (IBM Fez), show that this tailored workflow achieves financial performance on par with classical methods while delivering a broader set of high-quality investment strategies, demonstrating a viable path towards obtaining practical advantage from quantum optimization in real financial applications.

quant-ph↗

arXiv2024

Scaling the Variational Quantum Eigensolver for Dynamic Portfolio Optimization

This work explores the potential of the Variational Quantum Eigensolver in solving Dynamic Portfolio Optimization problems surpassing the 100 qubit utility frontier. We systematically analyze how to scale this strategy in complexity and size, from 6 to 112 qubits, by testing different combinations of ansatz and optimizer on a real Quantum Processing Unit. We achieve best results by using a combination of a Differential Evolution classical optimizer and an ansatz circuit tailored to both the problem and the properties of the Quantum Processing Unit.

quant-ph↗

arXiv2018

Design and Analysis of 5G Scenarios with 'simmer': An R Package for Fast DES Prototyping

Simulation frameworks are important tools for the analysis and design of communication networks and protocols, but they can result extremely costly and/or complex (for the case of very specialized tools), or too naive and lacking proper features and support (for the case of ad-hoc tools). In this paper, we present an analysis of three 5G scenarios using 'simmer', a recent R package for discrete-event simulation that sits between the above two paradigms. As our results show, it provides a simple yet very powerful syntax, supporting the efficient simulation of relatively complex scenarios at a low implementation cost.

cs.NI↗

arXiv2017

$\mu$Nap: Practical Micro-Sleeps for 802.11 WLANs

In this paper, we revisit the idea of putting interfaces to sleep during 'packet overhearing' (i.e., when there are ongoing transmissions addressed to other stations) from a practical standpoint. To this aim, we perform a robust experimental characterisation of the timing and consumption behaviour of a commercial 802.11 card. We design $\mu$Nap, a local standard-compliant energy-saving mechanism that leverages micro-sleep opportunities inherent to the CSMA operation of 802.11 WLANs. This mechanism is backwards compatible and incrementally deployable, and takes into account the timing limitations of existing hardware, as well as practical CSMA-related issues (e.g., capture effect). According to the performance assessment carried out through trace-based simulation, the use of our scheme would result in a 57% reduction in the time spent in overhearing, thus leading to an energy saving of 15.8% of the activity time.

cs.NI↗

arXiv2017

On the Energy Efficiency of Rate and Transmission Power Control in 802.11

Rate adaptation and transmission power control in 802.11 WLANs have received a lot of attention from the research community, with most of the proposals aiming at maximising throughput based on network conditions. Considering energy consumption, an implicit assumption is that optimality in throughput implies optimality in energy efficiency, but this assumption has been recently put into question. In this paper, we address via analysis, simulation and experimentation the relation between throughput performance and energy efficiency in multi-rate 802.11 scenarios. We demonstrate the trade-off between these performance figures, confirming that they may not be simultaneously optimised, and analyse their sensitivity towards the energy consumption parameters of the device. We analyse this trade-off in existing rate adaptation with transmission power control algorithms, and discuss how to design novel schemes taking energy consumption into account.

cs.NI↗

arXiv2016

Revisiting 802.11 Rate Adaptation from Energy Consumption's Perspective

Rate adaptation in 802.11 WLANs has received a lot of attention from the research community, with most of the proposals aiming at maximising throughput based on network conditions. Considering energy consumption, an implicit assumption is that optimality in throughput implies optimality in energy efficiency, but this assumption has been recently put into question. In this paper, we address via analysis and experimentation the relation between throughput performance and energy efficiency in multi-rate 802.11 scenarios. We demonstrate the trade-off between these performance figures, confirming that they may not be simultaneously optimised, and analyse their sensitivity towards the energy consumption parameters of the device. Our results provide the means to design novel rate adaptation schemes that takes energy consumption into account.

cs.NI↗

arXiv2016

Fair Coexistence of Scheduled and Random Access Wireless Networks: Unlicensed LTE/WiFi

We study the fair coexistence of scheduled and random access transmitters sharing the same frequency channel. Interest in coexistence is topical due to the need for emerging unlicensed LTE technologies to coexist fairly with WiFi. However, this interest is not confined to LTE/WiFi as coexistence is likely to become increasingly commonplace in IoT networks and beyond 5G. In this article we show that mixing scheduled and random access incurs and inherent throughput/delay cost, the cost of heterogeneity. We derive the joint proportional fair rate allocation, which casts useful light on current LTE/WiFi discussions. We present experimental results on inter-technology detection and consider the impact of imperfect carrier sensing.

cs.NI↗

arXiv2016

srsLTE: An Open-Source Platform for LTE Evolution and Experimentation

Testbeds are essential for experimental evaluation as well as for product development. In the context of LTE networks, existing testbed platforms are limited either in functionality and/or extensibility or are too complex to modify and customise. In this work we present srsLTE, an open-source platform for LTE experimentation designed for maximum modularity and code reuse and fully compliant with LTE Release 8. We show the potential of the srsLTE library by extending the baseline code to allow LTE transmissions in the unlicensed bands and coexistence with WiFi. We also expand previous results on this emerging research area by showing how different vendor-specific mechanisms in WiFi cards might affect coexistence.

cs.NI↗

arXiv2014

Adaptive Mechanism for Distributed Opportunistic Scheduling

Distributed Opportunistic Scheduling (DOS) techniques have been recently proposed to improve the throughput performance of wireless networks. With DOS, each station contends for the channel with a certain access probability. If a contention is successful, the station measures the channel conditions and transmits in case the channel quality is above a certain threshold. Otherwise, the station does not use the transmission opportunity, allowing all stations to recontend. A key challenge with DOS is to design a distributed algorithm that optimally adjusts the access probability and the threshold of each station. To address this challenge, in this paper we first compute the configuration of these two parameters that jointly optimizes throughput performance in terms of proportional fairness. Then, we propose an adaptive algorithm based on control theory that converges to the desired point of operation. Finally, we conduct a control theoretic analysis of the algorithm to find a setting for its parameters that provides a good tradeoff between stability and speed of convergence. Simulation results validate the design of the proposed mechanism and confirm its advantages over previous proposals.

cs.NI↗

arXiv2013

Thwarting Selfish Behavior in 802.11 WLANs

The 802.11e standard enables user configuration of several MAC parameters, making WLANs vulnerable to users that selfishly configure these parameters to gain throughput. In this paper we propose a novel distributed algorithm to thwart such selfish behavior. The key idea of the algorithm is for honest stations to react, upon detecting a selfish station, by using a more aggressive configuration that penalizes this station. We show that the proposed algorithm guarantees global stability while providing good response times. By conducting a game theoretic analysis of the algorithm based on repeated games, we also show its effectiveness against selfish stations. Simulation results confirm that the proposed algorithm optimizes throughput performance while discouraging selfish behavior. We also present an experimental prototype of the proposed algorithm demonstrating that it can be implemented on commodity hardware.

cs.NI↗

arXiv2012

Control Theoretic Optimization of 802.11 WLANs: Implementation and Experimental Evaluation

In 802.11 WLANs, adapting the contention parameters to network conditions results in substantial performance improvements. Even though the ability to change these parameters has been available in standard devices for years, so far no adaptive mechanism using this functionality has been validated in a realistic deployment. In this paper we report our experiences with implementing and evaluating two adaptive algorithms based on control theory, one centralized and one distributed, in a large-scale testbed consisting of 18 commercial off-the-shelf devices. We conduct extensive measurements, considering different network conditions in terms of number of active nodes, link qualities and traffic generated. We show that both algorithms significantly outperform the standard configuration in terms of total throughput. We also identify the limitations inherent in distributed schemes, and demonstrate that the centralized approach substantially improves performance under a large variety of scenarios, which confirms its suitability for real deployments.

cs.NI↗

arXiv2011

A Game Theoretic Approach to Distributed Opportunistic Scheduling

Distributed Opportunistic Scheduling (DOS) is inherently harder than conventional opportunistic scheduling due to the absence of a central entity that has knowledge of all the channel states. With DOS, stations contend for the channel using random access; after a successful contention, they measure the channel conditions and only transmit in case of a good channel, while giving up the transmission opportunity when the channel conditions are poor. The distributed nature of DOS systems makes them vulnerable to selfish users: by deviating from the protocol and using more transmission opportunities, a selfish user can gain a greater share of the wireless resources at the expense of the well-behaved users. In this paper, we address the selfishness problem in DOS from a game theoretic standpoint. We propose an algorithm that satisfies the following properties: (i) when all stations implement the algorithm, the wireless network is driven to the optimal point of operation, and (ii) one or more selfish stations cannot gain any profit by deviating from the algorithm. The key idea of the algorithm is to react to a selfish station by using a more aggressive configuration that (indirectly) punishes this station. We build on multivariable control theory to design a mechanism for punishment that on the one hand is sufficiently severe to prevent selfish behavior while on the other hand is light enough to guarantee that, in the absence of selfish behavior, the system is stable and converges to the optimum point of operation. We conduct a game theoretic analysis based on repeated games to show the algorithm's effectiveness against selfish stations. These results are confirmed by extensive simulations.

cs.NI↗