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Private Assets Drove Endowment and Pension Returns Last Year. Now They Are a Drag - Vimarsana News

Private Assets Drove Endowment and Pension Returns Last Year. Now They Are a Drag

Exposure to private equity and venture capital is causing public pension funds and endowments to fall short of their benchmarks, according to Markov Processes…

Source: biztoc.com
Tribute to Vadim Alexandrovich Malyshev, specialist in probability calculus and mathematical physics - Vimarsana News

Tribute to Vadim Alexandrovich Malyshev, specialist in probability calculus and mathematical physics

It is with great sadness that we inform you of the sudden death of Vadim Alexandrovich Malyshev, which occurred on September 30, 2022 at the age of 85. Former research director at Inria, PhD in physics and mathematics, this exceptional Russian scientist in the fields of probability calculus and mathematical physics was a professor at Moscow State University (MGU).

Source: inria.fr
"Energy Aware Irregular Slotted Aloha Methods for Wireless Powered IoT " by Yiwei Li and Kwan Wu Chin - Vimarsana News

"Energy Aware Irregular Slotted Aloha Methods for Wireless Powered IoT " by Yiwei Li and Kwan Wu Chin

This paper considers Radio Frequency (RF) energy harvesting devices that use an Irregular Slotted Aloha (IRSA) channel access protocol to transmit their data to a Hybrid Access Point (HAP). Specifically, it addresses the fundamental problem of optimizing the number of packet replicas transmitted by each device in each time frame. Unlike prior works, it considers a learning approach to optimize the number of replicas according to the energy level of devices. This paper first uses a model-based Markov Decision Process (MDP) to study the problem at hand. Then it proposes a model-free, centralized...

Source: uow.edu.au
"A Distributed Device Selection Method to Minimize AoI in RF-Charging N" by Lei Zhang and Kwan Wu Chin - Vimarsana News

"A Distributed Device Selection Method to Minimize AoI in RF-Charging N" by Lei Zhang and Kwan Wu Chin

This letter considers optimizing information freshness in a network with Radio Frequency (RF)-energy harvesting wireless devices. A Hybrid Access Point (HAP) charges these devices and instructs a subset of devices to carry out sampling and transmit their sample. We outline a Distributed Q-Learning (DQL) algorithm that allows the HAP to select devices without knowing their uplink channel state and battery state. Our results show that DQL achieves at most 48%, 57%, and 61% lower average AoI than Round Robin (RR), Random Pick (RP), and AoI-Greedy (AG), respectively. The average AoI of DQL is only...

Source: uow.edu.au
Infinity Q's Consistent Alpha Should Have Been a 'Red Flag' - Vimarsana News

Infinity Q's Consistent Alpha Should Have Been a 'Red Flag'

There were plenty of signals to warn investors away from Infinity Q’s $1.8 billion Diversified Alpha Fund long before the redemption gates went up, according to a quantitative analysis by Markov Processes International. The fund, a mainstream version of a hedge fund called a liquid alternatives fund, had grown quickly on the back of the prestigious roots of its founder. (Infinity Q Capital Management, founded by James Velissaris, spun out of the family office of TPG’s David Bonderman.) But according to MPI, which uses a returns-based style analysis, the now-liquidating fund produced exce...