Search Results for author: Bingqing Li

Found 2 papers, 1 papers with code

Trainable Joint Channel Estimation, Detection and Decoding for MIMO URLLC Systems

1 code implementation11 Apr 2024 Yi Sun, Hong Shen, Bingqing Li, Wei Xu, Pengcheng Zhu, Nan Hu, Chunming Zhao

The receiver design for multi-input multi-output (MIMO) ultra-reliable and low-latency communication (URLLC) systems can be a tough task due to the use of short channel codes and few pilot symbols.

Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model

no code implementations26 Jun 2020 Michael C. Fu, Bingqing Li, Rongwen Wu, Tianqi Zhang

We consider option pricing using a discrete-time Markov switching stochastic volatility with co-jump model, which can model volatility clustering and varying mean-reversion speeds of volatility.

Clustering

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