Sciweavers

28 search results - page 6 / 6
» Spectra of large block matrices
Sort
View
SIAMJO
2010
155views more  SIAMJO 2010»
13 years 5 days ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
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 ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
PROCEDIA
2010
103views more  PROCEDIA 2010»
13 years 6 days ago
The Deflated Relaxed Incomplete Cholesky CG method for use in a real-time ship simulator
Ship simulators are used for training purposes and therefore have to calculate realistic wave patterns around the moving ship in real time. We consider a wave model that is based ...
E. van't Wout, M. B. van Gijzen, A. Ditzel, Auke v...
CORR
2011
Springer
186views Education» more  CORR 2011»
12 years 9 months ago
Blind Compressed Sensing Over a Structured Union of Subspaces
—This paper addresses the problem of simultaneous signal recovery and dictionary learning based on compressive measurements. Multiple signals are analyzed jointly, with multiple ...
Jorge Silva, Minhua Chen, Yonina C. Eldar, Guiller...