针对光信噪比(OSNR)估计复杂度高、计算量大的问题,提出了一种基于轻量化随机森林(RF)算法的高阶正交幅度调制(QAM)信号OSNR估计方法。该方法通过将不同OSNR的高阶QAM信号映射为不同的星座图数据集,并利用这些数据集来训练RF模型,从而实...针对光信噪比(OSNR)估计复杂度高、计算量大的问题,提出了一种基于轻量化随机森林(RF)算法的高阶正交幅度调制(QAM)信号OSNR估计方法。该方法通过将不同OSNR的高阶QAM信号映射为不同的星座图数据集,并利用这些数据集来训练RF模型,从而实现OSNR的快速估计。仿真结果表明:采用基于轻量化RF算法估计64QAM和128QAM信号的OSNR,在系统OSNR真实值为5~30 d B时,2种调制格式的OSNR估计准确率均接近100%;64QAM信号OSNR估计值的平均绝对误差(MAE)为0.08 d B,128QAM的MAE为0.12 d B,比基于长短期记忆(LSTM)算法的信号OSNR估计结果更准确。展开更多
In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal i...In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.展开更多
基金Supported by National Natural Science Foundation of China(60774010 10971256) Natural Science Foundation of Jiangsu Province(BK2009083)+1 种基金 Program for Fundamental Research of Natural Sciences in Universities of Jiangsu Province(07KJB510114) Shandong Provincial Natural Science Foundation of China(ZR2009GM008 ZR2009AL014)
基金supported by the National Natural Science Foundation of China(Grant No.72161009)the Natural Science Foundation of Hainan Province of China(Grant Nos.122MS057,124MS055).
文摘针对光信噪比(OSNR)估计复杂度高、计算量大的问题,提出了一种基于轻量化随机森林(RF)算法的高阶正交幅度调制(QAM)信号OSNR估计方法。该方法通过将不同OSNR的高阶QAM信号映射为不同的星座图数据集,并利用这些数据集来训练RF模型,从而实现OSNR的快速估计。仿真结果表明:采用基于轻量化RF算法估计64QAM和128QAM信号的OSNR,在系统OSNR真实值为5~30 d B时,2种调制格式的OSNR估计准确率均接近100%;64QAM信号OSNR估计值的平均绝对误差(MAE)为0.08 d B,128QAM的MAE为0.12 d B,比基于长短期记忆(LSTM)算法的信号OSNR估计结果更准确。
文摘In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.