Marcos Alvarez Díaz

Non-Linear Interference Mitigation for Broadband Multimedia Satellite Systems

This contribution explores the use of interference mitigation techniques applied to broadband satellite systems with co-channel interference. In particular, our focus is on nonlinear precoding techniques, borrowing ideas from the theory of broadcast MIMO channels. A number of schemes are compared, including several implementations of Tomlinson-Harashima precoding and their linear precoding counterparts. Simulations on realistic scenarios show potential improvements of non-linear precoding with respect to linear interference mitigation and classical countermeasures based on frequency division among beams. Also, we identify several practical issues related to the implementation of Tomlinson-Harashima Precoding in satellite communication systems.

Speculative strategies in the foreign exchange market based on genetic programming predictions

In this article, we investigate the out-of-sample forecasting ability of a Genetic Program (GP) to approach the dynamic evolution of the yen/US dollar and British pound/US dollar exchange rates, and verify whether the method can beat the random walk model. Later on, we use the predicted values to generate a trading rule and we check the possibility of obtaining extraordinary profits in the foreign exchange market. Our results reveal a slight forecasting ability for one-period-ahead, which is lost when more periods ahead are considered. On the other hand, our trading strategy obtains above-normal profits. However, when transaction costs are incorporated, the profits practically disappear or become negative.In this article, we investigate the out-of-sample forecasting ability of a Genetic Program (GP) to approach the dynamic evolution of the yen/US dollar and British pound/US dollar exchange rates, and verify whether the method can beat the random walk model. Later on, we use the predicted values to generate a trading rule and we check the possibility of obtaining extraordinary profits in the foreign exchange market. Our results reveal a slight forecasting ability for one-period-ahead, which is lost when more periods ahead are considered. On the other hand, our trading strategy obtains above-normal profits. However, when transaction costs are incorporated, the profits practically disappear or become negative.

Forecasting Daily Air Arrivals in Mallorca Island Using Nearest Neighbour Methods

This paper investigates the feasibility of using different generalizations of the nearest neighbour method in a tourism forecasting problem. The method is widely employed in different fields of research but, inexplicably, it is practically unknown in tourism forecasting. The analysis is centred not only in knowing the exact value of arrivals (point prediction), but also in anticipating the direction of the sign movement (sign prediction). Furthermore, this study also offers further evidence on a subject scarcely treated in tourism economics: the searching of predictable non-linear dynamics. The results encourage the use of this technique and reveal the existence of a non-linear seasonal effect in the analysed tourism time series.