When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...
In this work we present a method for the estimation of a rank-one pattern living in two heterogeneous spaces, when observed through a mixture in multiple observation sets. Using a ...
Ronald Phlypo, Nisrine Jrad, Bertrand Rivet, Marco...
The problem of minimizing the rank of a matrix subject to linear equality constraints arises in applications in machine learning, dimensionality reduction, and control theory, and...
— This paper analyzes the average bit error rate (BER) performance of singular value decomposition-based multiple-input multiple-output systems with channel estimation error and ...
Edward K. S. Au, Shi Jin, Matthew R. McKay, Wai Ho...