This letter presents the ideas and methods of the winning solution* for the Kaggle Algorithmic Trading Challenge. This analysis challenge took place between 11th November 2011 and 8th January 2012, and 264 competitors submitted solutions. The objective of this competition was to develop empirical predictive models to explain stock market prices following a liquidity shock. The winning system builds upon the optimal composition of several models and a feature extraction and selection strategy. We used Random Forest as a modeling technique to train all sub-models as a function of an optimal feature set. The modeling approach can cope with highly complex data having low Maximal Information Coefficients between the dependent variable and the feature set and provides a feature ranking metric which we used in our feature selection algorithm.

Many people have faced mortal risks due to sudden disasters such as earthquakes, fires, and terrorisms, etc. In disasters where most people become panic, it is important to grasp disaster positions immediately and to find out some appropriate evacuation routes. We previously proposed the specific evacuation support system named as Emergency Rescue Evacuation Support System (ERESS). ERESS is based on Mobile Ad-hoc network (MANET) and aims to reduce the number of victims in panic-type disasters. This system consists of mobile terminals with advanced disaster recognition algorithm and various sensors such as acceleration, angular velocity and earth magnetism. However, the former ERESS did not have the clear criteria to detect the disaster outbreak. In this paper, we propose a new disaster recognition algorithm by Support Vector Machine (SVM) which is a kind of machine learning. In this method, an ERESS mobile terminal learns the behaviors of its holder by SVM. The SVM acquires the decision boundary based on the sensing data of the terminal holder, and it is judged whether to be the emergency. We show the validity of the proposed method by panic-type experiments.

Network survivability is defined as the ability of a network keeping connected under failures and/or attacks. In this paper, we propose two stochastic models; binomial model and negative binomial model, to quantify the network survivability and compare them with the existing Poisson model. We give mathematical formulae of approximate network survivability for respective models and use them to carry out the sensitivity analysis on model parameters. Throughout numerical examples it is shown that the network survivability can change drastically when the number of network nodes is relatively small under a severe attack mode which is called the Black hole attack.

In this letter, we propose a fast dynamic slot assignment (F-DSA) protocol to reduce timeslot access delay of a newly arrived node in ad hoc networks. As there is no central coordinator, a newly arrived node needs separate negotiation with all the neighboring nodes for assigning slots to itself. Thus, it may result in network join delay and this becomes an obstacle for nodes to dynamically join and leave networks. In order to deal with this issue better, F-DSA simplifies the slot assignment process. It provides frequent opportunities to assign slots by using mini-slots to share control packets in a short time. Numerical analysis and extensive simulation show that F-DSA can significantly reduce the timeslot access delay compared with other existing slot assignment protocols. In addition, we investigate the effect of the mini-slot overhead on the performance.

This paper proposes an efficient broadcast scheme based on traffic density measurement to mitigate broadcast storms in Vehicular Ad Hoc Networks (VANETs). In a VANET, the number of vehicles that rebroadcasts a message is closely related with the collision ratio of the message, so a well-designed broadcast scheme should consider traffic density when rebroadcasting a message. The proposed scheme introduces a traffic density measurement scheme and broadcast scheme for VANET. It is based on the slotted p-persistence scheme, but the rebroadcast procedure is enhanced and the rebroadcast probability p is controlled dynamically according to the estimated traffic density. Simulation results demonstrate that the proposed scheme outperforms existing schemes in terms of the end-to-end delay and collision ratio.

We herein propose a MAC protocol for the smart antenna network, which applies pulse/tone exchange prior to the RTS/CTS handshake process. RTS frame collisions are drastically reduced with little additional overhead due to pulse/tone exchange in the proposed protocol. In addition, the number of exposed nodes is reduced by using smart antennas. Furthermore, since the occurrence of the deafness problem can be identified by pulse/tone exchange failure, retransmission is conducted using a fixed contention window value. Therefore, the wastage of wireless resources due to the deafness problem is reduced. As a result, the network throughput can be effectively improved compared with that for previous protocols. Simulation results demonstrate the validity and effectiveness of the proposed protocol.

A one-dimensional ad hoc network with a single active source–destination pair is analyzed in terms of transport capacity, where each node uses multiple antennas. The analysis is based on using a multi-hop opportunistic routing transmission in the presence of fading. Specifically, the lower and upper bounds on the transport capacity are derived and their scaling law is analyzed as the node density, λ, is assumed to be infinitely large. The lower and upper bounds are shown to have the same scaling (ln λ)1/α, where α denotes the path-loss exponent. We also show that using multiple antennas at each node does not fundamentally change the scaling law.

In this letter, a Simple but Effective Congestion Control scheme (SECC) in VANET has been proposed to guarantee the successful transmissions for safety-related nodes. The strategy derive a Maximum Beacon Load Activity Indicator (MBLAI) to restrain the neighboring general periodical beacon load for the investigated safety-related “observation nodes”, i.e., the nodes associated with some emergent events. This mechanism actually reserves some bandwidth for the safety-related nodes to make them have higher priorities than periodical beacons to access channel. Different from the static congestion control scheme in IEEE802.11p, this strategy could provide dynamic control strength for congestion according to tolerant packets drop ratio for different applications.

Establishing peer-to-peer (P2P) live streaming for mobile ad hoc network (MANET) requires an efficient scheme to deliver the real-time data in the infrastructure-less disaster environment. However, P2P membership management is difficult in the dynamic mobility and resource limited MANET. In this paper, we present a cross-layer design for P2P-MANET which integrates P2P DHT-based routing protocol and IPv6 routing protocol. Therefore, the proposed scheme can manage and recover the P2P overlay as well as selecting efficient routing path to multicast video streaming. The simulation results demonstrate that the proposed scheme performs relatively better than the layered approach or the off-the-shelf design in terms of the playback continuity and signaling overhead.

In this paper, a Spectrum-Aware Routing (SAR) protocol for cognitive radio ad hoc networks, (CRAHN), is proposed which is robust to primary user activity and node failures. The protocol allows nodes to collect spectrum information during a spectrum management interval followed by a transmission period. Cognitive users discover routes by joint channel and next hop selection (synchronization) in the transmission intervals. A restricted geographical routing approach is adopted to avoid performance degradation specially due to routing overhead. We also add spectrum mobility capabilities to routes in our proposed method to provide robustness to primary user activity. SAR protocol performance is investigated through simulations of different scenarios and is compared with the most similar work, CAODV protocol. The results indicate that SAR can achieve significant reduction in control overhead as well as improved throughput.

The impact and benefits of infrastructure support are shown by introducing an achievable throughput scaling law of a ultra-wide band (UWB) ad hoc network in which m base stations (BSs) are regularly located. The existing multi-hop scheme consisting of two variants, with and without BS help, is utilized with a slight modification. Our result indicates that the derived throughput scaling depends on the path-loss exponent due to the power-limited characteristics for all operating regimes examined. Furthermore, it is shown that the total throughput scales linearly with parameter m as m is larger than a certain level. It thus turns out the use of infrastructure is also helpful in improving the throughput scaling of UWB networks in some conditions.

In this letter, we propose a Cooperation-aware topology control scheme with Opportunistic Interference Cancellation (COIC) to improve network capacity in wireless ad hoc networks by jointly considering both upper layer network capacity and physical layer cooperative communications with interference cancellation. We show that the benefits brought by cooperative communications are opportunistic and rely on network structures and channel conditions. Such opportunistic advantages have significant impacts on network capacity, and our proposed COIC can effectively capture these opportunities to substantially improve network capacity.

An ad hoc network is a decentralized network that consists of mobile nodes with wireless communication devices without the aid of access points. A Vehicular Ad-hoc NETwork (VANET) is one of the representative applications of the ad hoc network. Epidemic routing has been proposed as a routing protocol based on Store-Carry-Forward mechanism for VANET environment. However, in Epidemic Routing, network resources such as packet buffer of a node are significantly consumed because data packets are spread across the network. Therefore, this paper proposes a new autonomous clustering-based data transfer scheme using positions and moving direction of vehicles for VANETs. The autonomous clustering configures multiple clusters in the network and then only the cluster head that manages the cluster stores data packets. Whenever the cluster meets a new cluster, the cluster head of the cluster decides whether it should forward data packets to the new cluster based on its own position, the destination node's position, and moving direction of the cluster. Finally, this paper presents the simulation results to show the effectiveness of the proposed scheme.

In the infrastructure-less disaster environment, the application of the peer-to-peer (P2P) group conference over mobile ad hoc network (MANET) can be used to communicate with each other when the rescue crews search the survivors but work separately. However, there still are several problems of in-time multimedia delivery in P2P-MANET: (1) MANET mobility influences the maintenance of P2P overlay. (2) P2P overlay is not proximal to MANET topology, this leads to the inefficient streaming delivery. (3) The unreliable wireless connection leads to the difficulty of multi-source P2P group conferencing. Therefore, P2P conferencing cannot work well on MANET. To overcome the above disadvantages, in this paper, we present a cross-layer P2P group conferencing mechanism over MANET, called RING (Real-time Intercommunication Network Gossip). The RING uses the ring overlay to manage peers and utilizes the cross-layer mechanism to force the ring overlay to be proximal to MANET topology. Therefore, RING can lead efficient in-time multimedia streaming delivery. On the other hand, the ring overlay can deal with peer joining/leaving fast and simply, and improves the delivery efficiency with the minimum signaling overhead. Through mathematical theory and a series of experiments, we demonstrate that RING is workable and it can shorten the source-to-end delay with minimal signaling overhead.

Hovering unmanned aerial vehicles (UAVs) with mutual sense and communication capability form a new-fashioned airborne ad hoc network. Traditional routing protocols assume that there has already existed an end-to-end path before the message forwarding starts which, however, is not always available in the airborne network featuring randomly violent topological changes. Local heuristic information without complex computational cost should be considered to help route in this specific delay tolerant network (DTN). In this letter, we take Crowd Density (CD) and Relative Velocity Direction (RVD) as the fuzzy inputs, and use approximate reasoning to calculate priority of alternative candidates. Finally, the proposed mechanism is compared with some existing protocols.

As deployment of wireless ad hoc networks for location-based services increases, accurate localization of mobile nodes is becoming more important. Localization of a mobile node is achieved by estimating its distances from a group of anchor nodes. If some anchors are malicious and colluding, localization accuracy cannot be guaranteed. In this article, we present the security conditions for exact localization in the presence of colluding malicious anchors. We first derive the minimum number of truthful anchors that are required for exact localization in 2-D Euclidean space where some anchors may be collinear. Second, we extend our security condition to 3-D localization where some anchors may be coplanar.

A smart community can be considered an essential component to realize a sustainable, low-carbon, and disaster-tolerant society, thereby providing a base for community inhabitants to lead a simple, healthy, and energy-saving way of life as well as ensuring safety, security, and a high quality-of-life in the community. In particular, a smart community can be essential for senior citizens in an aging society. Smart community enablers such as information and communication technology (ICT) and electric vehicles (EVs) can perform essential roles to realize a smart community. With regard to ICT, the necessity of a dedicated wireless sensor backbone has been identified. With regard to EV, a small-sized EV with one or two seats (Mini-EV) has been identified as an emerging player to support personal daily mobility in an aged society. The Mini-EV may be powered by a solar battery, thereby mitigating vehicular maintenance burden for the elderly. It is essential to realize a dependable ICT network and communication service for a smart community. In the study, we present the concept of trans-locatable design to achieve this goal. The two possible roles of EVs in contributing to a dependable ICT network are highlighted; these include EV charging of the batteries of the base stations in the network, and the creation of a Mini-EV based ad-hoc network that can enable applications such as safe driving assistance and secure neighborhoods.

The future wireless mobile communication networks are expected to provide seamless wireless access and data exchange to mobile users. In particular, it is expected that the demand for ubiquitous data exchange between mobile users will increase with the widespread use of various wireless applications of the intelligent transportation system (ITS) and intelligent vehicles. Mobile ad hoc networks (MANETs) are one of the representative research areas pursuing the technology needed to satisfy the increasing mobile communication requirements. However, most of the works on MANET systems do not take into account the continuous and dynamic changes of nodal mobility to accommodate system design and performance evaluation. The mobility of nodes limits the reliability of communication between the source and the destination node since a link between two continuously moving nodes is established only when one node enters the transmission range of the other. To alleviate this problem, mobile relay has been studied. In particular, it is shown that relay selection is an efficient way to support nodal mobility in MANET systems. In this paper, we propose a mobility-based relay selection algorithm for the MANET environment. Firstly, we define the lifetime as the maximum link duration for which the link between two nodes remains active. Therefore, the lifetime indicates the reliability of the relay link which measures its capability to successfully support relayed communication when requested by the source node. Furthermore, we consider a series of realistic scenarios according to the randomness of nodal mobility. Thus, the proposed algorithm can be easily applied in practical MANET systems by choosing the appropriate node mobility behavior. The numerical results show that the improved reliability of the proposed algorithm's relayed communication is achieved with a proper number of mobile relay nodes rather than with the conventional selection algorithm. Lastly, we show that random mobility of the individual nodes enhances reliability of the network in a sparse network environment.

In cognitive radio networks, secondary users exchange control information to utilize the available channels efficiently, to maintain connectivity, to negotiate for data communication such as sender-receiver handshakes, for neighbor discovery etc. This task is not trivial in cognitive radio networks due to the dynamic nature of network environment. Generally, this problem is tackled by using two famous approaches. The first one is the use of common control channel (CCC) and the second one is using channel hopping (a.k.a sequence-based protocols). The use of CCC simplifies the processes of MAC protocols. However, it may not be feasible in cognitive radio networks as the available channels, including control channel, are dynamically changing according to primary user activities. Channel hopping approaches can tolerate the failure of network due to primary user activities. But it causes significant amount of channel access delay which is known as time to rendezvous (TTR). In this paper, we propose a hybrid protocol of these two mechanisms. This hybrid protocol can maintain connectivity and it can guarantee the secondary users to be able to exchange necessary control information in dynamic environment. In our hybrid protocol, we use multiple control channels. If some control channels are unavailable in case of primary user appearances, secondary users still can communicate on different control channels, so it can be more tolerable primary user activities than normal CCC approaches. Channel hopping is performed only for control channels, so it provides relatively small amount of channel access delay.

We propose a Junction-Based Traffic Aware Routing (JTAR) protocol for Vehicular Ad Hoc Networks (VANETs) in sparse urban environments. A traffic aware optimum junction selection solution is adopted in packet-forwarding, and a metric named critical-segment is defined in recovery strategy. Simulation results show that JTAR can efficiently increase the packet delivery ratio and reduce the delivery delay.