J. Levendovszky

J. Levendovszky
Budapest University of Technology and Economics · Department of Networked Systems and Services

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97
Publications
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416
Citations

Publications

Publications (97)
Article
Efficient data collection is the core concept of implementing Industry4.0 on IoT platforms. This requires energy aware communication protocols for Wireless Sensor Networks (WSNs) where different functions, like sensing and processing on the IoT nodes must be supported by local battery power. Thus, energy aware network protocols, such as routing, be...
Article
JSON Web Tokens (JWT) provide a scalable, distributed way of user access control for modern web-based systems. The main advantage of the scheme is that the tokens are valid by themselves – through the use of digital signing – also imply its greatest weakness. Once issued, there is no trivial way to revoke a JWT token. In our work, we present a nove...
Book
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A felsőoktatási intézményeknek folyamatosan új kihívásoknak kell megfelelniük, különösen igaz ez a nemzetközi versenyképesség vonatkozásában. Mit tehetnek az intézményvezetők, a nemzetközi koordinátorok és az oktatók az egyetemek nemzetköziesítése érdekében? Milyen, mások számára is adaptálható jó gyakorlatokat alakítottak már ki a magyarországi eg...
Article
Full-text available
In this paper, novel energy-aware and reliable routing protocols are proposed. The aim is to maximize the lifespan of wireless sensor networks (WSNs) subject to predefined reliability constraints by using multi-hop routing schemes, in which the source node forwards the packet to the base station (BS) via other nodes as relays. In the first proposed...
Article
Full-text available
Current video streaming services use a conventional, client-server network topology that puts a heavy load on content servers. Previous work has shown that Peer-to-Peer (P2P) assisted streaming solutions can potentially reduce this load. However, implementing P2P-assisted streaming poses several challenges in modern networks. Users tend to stream v...
Article
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In this paper, a Nonlinear AutoRegressive network with eXogenous inputs and a support vector machine are proposed for algorithmic trading by predicting the future value of financial time series. These architectures are capable of modeling and predicting vector autoregressive VAR(p) time series. In order to avoid overfitting, the input is pre-proces...
Article
Full-text available
In this paper, novel neural based algorithms are developed for electronic trading on financial time series. The proposed method is estimation based and trading actions are carried out after estimating the forward conditional probability distribution. The main idea is to introduce special encoding schemes on the observed prices in order to obtain an...
Article
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JSON Web Tokens provide a scalable solution with significant performance benefits for user access control in decentralized, large-scale distributed systems. Such examples would entail cloud-based, micro-services styled systems or typical Internet of Things solutions. One of the obstacles still preventing the wide-spread use of JSON Web Token–based...
Article
In this article, a novel algorithm is developed for electronic trading on financial time series. The new method uses quantization and volatility information together with feedforward neural networks for achieving high-frequency trading (HFT). The proposed procedures are based on estimating the Forward Conditional Probability Distribution (FCPD) of...
Preprint
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In this paper, a novel algorithm is developed for electronic trading on financial time series. The new method uses quantization and volatility information together with FeedForward Neural Networks (FFNN) for achieving High Frequency Trading (HFT). The proposed procedures are based on estimating the Forward Conditional Probability Distribution (FCPD...
Conference Paper
Classification of different power consumers is a very important task in smart power transmission grids as the different type of consumers may be treated with different conditions. Furthermore, the power suppliers can use the category information of consumers to forecast better their behavior which is a relevant task for load balancing.
Article
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In this paper we optimize mean reverting portfolios subject to cardinality constraints. First, the parameters of the corresponding Ornstein–Uhlenbeck (OU) process are estimated by auto-regressive Hidden Markov Models (AR-HMM), in order to capture the underlying characteristics of the financial time series. Portfolio optimization is then performed b...
Article
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In this paper a novel algorithm is proposed to provide a Steepest Ascent Search for localization problem in wireless sensor networks (WSNs). Based on the Received Signal Strength (RSS) from neighbor sensor nodes, a single Moving Beacon (MB) will scan on the path of steepest ascent to locate the positions of sensor nodes. This approach not only achi...
Article
One of the most important tasks of present day smart grid implementations is to classify different types of consumers (households, office buildings and industrial plants) because they may be served by the power supplier with different parameters, rates, contracts. In this paper, we propose a novel classification scheme for smart grid systems where...
Article
Full-text available
New generation electricity network called Smart Grid is a recently conceived vision for a cleaner, more efficient and cheaper electricity system. One of the major challenges of electricity network is that generation and consumption should be balanced at every moment. This paper introduces a new concept for controlling the demand side by the means o...
Conference Paper
Full-text available
In this paper, a Nonlinear AutoRegressive network with eX-ogenous inputs (NARX) is proposed for algorithmic trading by predicting the future value of financial time series. This network is highly capable of modeling vector autoregressive VAR(p) time series. In order to avoid overfitting, the input is pre-processed by Independent Component Analysis...
Conference Paper
The ability of the power system to meet the expected demand is one of the main issues of electricity system reliability assessment. In the case of the load is greater than the generation capacity the system is at risk, not to be able to serve the demand. The most commonly used reliability measure in electricity power systems is the Loss of Load Pro...
Article
Full-text available
Event and danger detection is of primary importance in surveillance systems. In this paper, we propose a novel distributed event detection scheme based on data acquired by a Wireless Sensor Network. The proposed event detection scheme takes into account the spatial and temporal correlation of data. This scheme is appropriate for complex monitoring...
Article
Full-text available
Classifying different type of consumers (households, office buildings and industrial plants) is an important task in Smart Grids. In this paper, we propose a novel classification scheme based on nonlinear prediction for consumption timeseries obtained from a smart meter. The candidate predictors were tested under different assumptions regarding the...
Article
This paper is concerned with developing novel encoding techniques for implementing non-parametric neural based detectors for systems using Code Division Multiple Access. These new encoding methods on the one hand can increase the processing speed and reduce the complexity of the Feed Forward Neural Network based detector, on the other. Furthermore,...
Article
In this paper we optimize mean reverting portfolios subject to cardinality constraints. First, the parameters of the corresponding Ornstein-Uhlenbeck (OU) process are estimated by auto-regressive Hidden Markov Models (AR-HMM) in order to capture the underlying characteristics of the financial time series. Portfolio optimization is then performed ac...
Article
In this paper novel algorithms are introduced for solving NP hard discrete quadratic optimization problems commonly referred to as unconstrained binary quadratic programming. The proposed methods are based on hypergraph representation and recursive reduction of the dimension of the search space. In this way, efficient and fast search can be carried...
Article
Full-text available
This paper deals with optimizing energy efficient communication subject to reliability constraints in the case of Wireless Sensor Networks (WSNs). The reliability is measured by the number of packets needed to be sent from a node to the base station via multi-hop communication in order to receive a fixed amount of data. To calculate reliability and...
Article
Full-text available
We study the problem of finding sparse, mean reverting portfolios based on multivariate historical time series. After mapping the optimal portfolio selection problem into a generalized eigenvalue problem, we propose a new optimization approach based on the use of simulated annealing. This new method ensures that the cardinality constraint is automa...
Conference Paper
Full-text available
New generation electricity network called Smart Grid is a recently conceived vision for a cleaner, more efficient and cheaper electricity system. One of the major challenges of electricity network is that generation and consumption should be balanced at every moment. This paper introduces a new concept for controlling the demand side by the means o...
Conference Paper
To build a Safety MOnitoring and Control System (SMOCS) that monitors the safety of the workers and warns them of hazardous situation, many sensor communication devices with different data rates are deployed in the target field. SMOCS collects small scalar data such as temperature, the oxygen content of the air, the occurrence of smoke, gas and/or...
Article
In this paper we investigate trading with optimal mean reverting portfolios subject to cardinality constraints. First, we identify the parameters of the underlying VAR(1) model of asset prices and then the quantities of the corresponding Ornstein-Uhlenbeck (OU) process are estimated by pattern matching techniques. Portfolio optimization is performe...
Article
Full-text available
This paper explores novel, polynomial time, heuristic, approximate solutions to the NP-hard problem of finding the optimal job schedule on identical machines which minimizes total weighted tardiness (TWT). We map the TWT problem to quadratic optimization and demonstrate that the Hopfield Neural Network (HNN) can successfully solve it. Furthermore,...
Article
In this paper a novel algorithm is proposed to solve the problem of overload control in telephony signalling services. The new algorithm can provide better performance than the traditional ones and is developed for a control architecture containing a token bucket followed by a buffer. The behavior of the control loop is influenced by three paramete...
Article
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This paper explores fast, polynomial time heuristic approximate solutions to the NP-hard problem of scheduling jobs on N identical machines. The jobs are independent and are allowed to be stopped and restarted on another machine at a later time. They have well-de?ned deadlines, and relative priorities quantified by non-negative real weights. The ob...
Article
Full-text available
We examine the problem of finding sparse, mean reverting portfolios based on multivariate historical time series. After mapping optimal portfolio selections into a generalized eigenvalue problem, two different heuristic algorithms are referenced for finding the solution in a subspace which satisfies the cardinality constraint. Having identified the...
Article
In this paper we investigate prediction based trading on financial time series assuming general AR(J) models. A suitable nonlinear estimator for predicting the future values will be provided by a properly trained FeedForward Neural Network (FFNN) which can capture the characteristics of the conditional expected value. In this way, one can implement...
Article
Full-text available
In this paper, we study the problem of finding sparse, mean reverting portfolios in multivariate time series. This can be applied to developing profitable convergence trading strategies by identifying portfolios which can be traded advantageously when their prices differ from their identified long-term mean. Assuming that the underlying assets foll...
Article
Full-text available
This paper presents a novel Multihop Aperiodic Scheduling (MAS) algorithm which guarantees energy-efficient data collection by Wireless Sensor Networks (WSNs) under delay constraints. Present Medium Access Control (MAC) protocols in WSNs typically sacrifice packet latency and/or the reliability of packet transfer to achieve energy-efficiency. Thus,...
Conference Paper
Full-text available
In this paper, we develop optimal scheduling mechanisms for packet forwarding in Wireless Sensor Network, where clusterheads are gathering information with a predefined Quality of Service. The objective is to ensure balanced energy consumption and to minimize the packet loss probability, subject to time constraints (i.e. different nodes must send a...
Article
Full-text available
In this paper, optimal scheduling mechanisms are developed for packet forwarding in wireless sensor networks, where clusterheads are gathering information. The objective is to monitor real-life processes for a given time interval and forward packets with minimum loss probabilities to the base station. In order to achieve this objective we develop a...
Conference Paper
In this paper we develop a set of heuristic algorithms for the solution of the Quality of Service (QoS) constrained multicast routing problem with incomplete information in Wireless Sensor Networks (WSN). The QoS constrained multicast routing has already been analyzed and proven to be NP-complete with deterministic link measures. In this paper we i...
Article
This paper investigates a relaxed version of the delayconstraint (i.e. time dependent) data collection in wireless sensor networks, namely maximizing the number of collected data with given delay-constraint. In particular, we aim to maximize the total amount of data that can be successfully delivered to the base station within a time delay constrai...
Chapter
In this chapter, some novel routing algorithms and packet forwarding strategies are presented forWireless Sensor Networks (WSNs). The new algorithms provide energy balancing under reliability constraints, as opposed to traditional wireless routing protocols (e.g. PEDAP, Directed Diffusion and LEACH), which fail to provide guarantees for reliable co...
Article
In this paper, we introduce two fading-aware reliability based routing algorithms for wireless sensor networks (WSNs) with lossy radio links. The proposed algorithms are able to find optimal multi-hop paths in polynomial complexity, over lossy links, which are modeled by using standard fading models (e.g. Rayleigh and Rice fading). These algorithms...
Conference Paper
In this paper, a reliable cooperative multipath routing algorithm is proposed for data forwarding in wireless sensor networks (WSNs). In this algorithm, data packets are forwarded towards the base station (BS) through a number of paths, using a set of relay nodes. In addition, the Rayleigh fading model is used to calculate the evaluation metric of...
Conference Paper
Full-text available
In this paper a novel approach to provide satisfactory multiplayer gaming quality in mobile environment is presented. The paper has two contributions: (i) evaluation of the delay characteristics of multiplayer games in mobile environment based on extensive measurements to verify whether HSDPA access can provide a satisfactory gaming quality; (ii) i...
Conference Paper
In this paper, we investigate two relaxed versions of the time dependent (delay-constrained) data collection problem in wireless sensor networks, namely: (i) data collection with minimal delay; and (ii) maximising the number of collected data with a given delay-constraint. Furthermore, these problems are studied in networks with rechargeable nodes,...
Article
Full-text available
A novel channel equalizer algorithm is introduced for wireless communication systems to combat channel distortions resulting from multipath propagation. The novel algorithm is based on minimizing the bit error rate (BER) using a fast approximation of its gradient with respect to the equalizer coefficients. This approximation is obtained by estimati...
Article
Full-text available
Battery-operated medical implants-such as pacemakers or cardioverter-defibrillators-have already been widely used in practical telemedicine and telecare applications. However, no solution has yet been found to mitigate the effect of the fading that the in-body to off-body communication channel is subject to. In this paper, we reveal and assess the...
Conference Paper
In this paper a reliability based routing algorithm is proposed for wireless sensor networks achieving reliable packet transfer to base station with minimum energy. The link metric used for calculating the optimal path is related to the corresponding fading model (e.g. Rayleigh, Rice or any arbitrary fading model). The proposed scheme minimizes the...
Conference Paper
In this paper a Rayleigh fading model based reliability-centric routing algorithm is proposed for Wireless Sensor Networks (WSNs). The proposed scheme is optimized with respect to minimal power consumption to improve longevity as well as to ensure reliable packet transmission to the Base Station (BS). Reliability is guaranteed by selecting path ove...
Conference Paper
In this paper a Rayleigh fading model based reliability-centric routing algorithm is proposed for Wireless Sensor Networks (WSNs). The proposed scheme is optimized with respect to minimal power consumption to improve longevity as well as to ensure reliable packet transmission to the Base Station (BS). Reliability is guaranteed by selecting path ove...
Conference Paper
In this paper we investigate various distributed, multiple-relay selection procedures for cooperative communications. Our investigation is an extension of a previous work [1][2] dealing with the method of distributed timers to select a single opportunistic relay. We have evaluated the performance of the proposed relay selection procedures through e...
Conference Paper
In this paper some novel unicast protocols are developed for wireless sensor networks (WSNs) in order to ensure reliable packet transmission and maximize the lifespan at the same time. The optimal transmission energies and the optimal numbers for repeated packet transfers are derived which guarantee that the packets are received by the base station...
Article
Full-text available
In this paper novel protocols are developed for wireless sensor networks (WSNs) in order to ensure reliable packet transmission and maximize lifespan at the same time. The optimal transmission energies are derived which guarantee that the packets are received by the Base Station (BS) with a given reliability subject to achieving the longest possibl...
Article
The paper is concerned with developing energy balancing cooperative diversity schemes for wireless sensor networks in a Rayleigh fading environment. In the network scenario we consider, the network is composed of a bottleneck node (BN) – for which energy consumption is of crucial importance – and a number of other less energy constrained nodes. Ene...
Conference Paper
Full-text available
The paper is concerned with a novel adaptive game server protocol optimization to combat network latencies in the case of heterogeneous network environment. In this way, game playing becomes feasible for clients accessing the game via different networks, which can pave the way to securing a higher income for the game industry and service providers....
Article
Full-text available
Novel channel equalizer algorithms are introduced for wireless communication systems to combat channel distortions resulting from multipath propagation. The novel algorithms are based on newly derived bounds on the probability of error (PE) and guarantee better performance than the traditional zero forcing (ZF) or minimum mean square error (MMSE) a...
Article
The paper is concerned with optimizing a random class of protocols for energy balancing in wireless sensor networks (WSNs). In these protocols, packet forwarding to the base station (BS) takes place in a multi-hop manner by randomly selecting the target node for transmission. The probability distribution of the target selection is optimized to achi...
Article
In this paper, a novel blind equalization algorithm is proposed to increase the spectral efficiency of Direct Sequence Code Division Multiple Access (DS-CDMA) systems. By the new method severe selective fading can be equalized without a training sequence. Furthermore Multiple Access Interference (MAI) in mobile systems can also be successfully miti...
Article
In this paper, the concept of statistical bandwidth of multi-access systems are studied for achieving optimal system utilization. The concept of characterizing the load with statistical bandwidth, are extended to the case of unknown load descriptors (e.g. the underlying moments or p.d.f. of the load are assumed to be unknown). The results can signi...
Article
In this paper, novel statistical sampling based equalization techniques are proposed to increase the spectral efficiency of multiuser communication systems over fading channels. Multiuser communication combined with selective fading can result in interferences which severely deteriorate the quality of service in wireless data transmission (e.g. CDM...
Chapter
The minimization of quadratic forms over discrete sets plays a central role in many areas of applications like communication and control theory and pattern recognition. That is why, among the primary interest of neural network (NN) research, the global optimization problem has received distinctive attention. Nevertheless, most of the commonly imple...
Article
Full-text available
In this paper, novel statistical sampling based equalization techniques and CNN based detection are proposed to increase the spectral efficiency of multiuser communication systems over fading channels. Multiuser communication combined with selective fading can result in interferences which severely deteriorate the quality of service in wireless dat...
Conference Paper
In this paper, the concept of statistical bandwidth of multi-access systems are studied and extended to the case of unknown statistical descriptors. The results can improve the statistical characterization of the tail distribution of aggregated load presented to a multi-access system which is traditionally based on the logarithmic moment generation...
Article
In this paper, novel call admission control (CAC) algorithms are developed based on cellular neural networks. These algorithms can achieve high network utilization by performing CAC in real-time, which is imperative in supporting quality of service (QoS) communication over packet-switched networks. The proposed solutions are of basic significance i...
Article
Full-text available
This paper is concerned with developing novel algorithms for multicast routing in packet switched communication networks when there is no available exact information about the link states in the network. In these cases probabilistic models can be used and the goal of the route selection procedure is to find an admissible route with maximal probabil...
Article
Full-text available
This paper proposes a novel adaptive MUD algorithm for a wide variety (practically any kind) of interference limited systems, for example, code division multiple access (CDMA). The algorithm is based on recently developed neural network techniques and can perform near optimal detection in the case of unknown channel characteristics. The proposed al...
Article
Full-text available
This paper proposes a novel adaptive MUD algorithm for a wide variety (practically any kind) of interference limited systems, for example, code division multiple access (CDMA). The algorithm is based on recently developed neural network techniques and can perform near optimal detection in the case of unknown channel characteristics. The proposed al...
Article
The paper is concerned with introducing novel algorithms, such as adaptive approximation and deterministic radial basis function (RBF) method, for calculating the average loss (AL). Different approximators are trained to approximate the loss function and, after a short learning period, AL can be evaluated analytically with fast calculations. An imp...
Conference Paper
The paper is concerned with developing novel multiuser detection algorithms. The main stress is on blind decorrelation of weakly stationary processes which can successfully combat multiuser interference (MUI) and intersymbol interference (ISI). The detector architecture includes an adaptive channel identifier (capable of blind decorrelation), follo...
Article
The paper proposes novel statistical tools to evaluate the reliability of SDH networks on which ATM or IP is implemented. The proposed methods are based on some modications of the well-known Importance Sampling technique. With the newly developed algorithms, 'real time' reliability analysis becomes possible, which is of great importance for evaluat...
Conference Paper
The paper proposes novel algorithms for Quality of Service (QoS) routing in IP networks. The new algorithms can handle incomplete information, when link measures (e.g. link delays, bandwidths... etc.) are assumed to be random variables. Incomplete information can arise due to aggregated information in PNNI and OSPF routing protocols, which make lin...
Conference Paper
In this paper some blind adaptive methods are introduced for multiuser detection (MUD). The detector architecture contains a channel identifier followed by a stochastic Hopfield (1985) net. Blind channel identification is proposed to be carried out by either the Kohonen (see Self-Organizing Maps, Springer, 2000) algorithm or by a novel adaptive dec...
Article
Full-text available
This paper is concerned with developing novel algorithms for multicast routing in packet switched communication networks. First, multicast routing with bandwidth requirement in the case of incomplete information is reduced to a deterministic Steiner tree problem. Then taboo search algorithms are used to provide high quality, sub-optimal solutions f...