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ACMICEC
2007
ACM
102views ECommerce» more  ACMICEC 2007»
15 years 9 months ago
Learning to trade with insider information
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
Sanmay Das
ITP
2010
118views Mathematics» more  ITP 2010»
15 years 8 months ago
Formal Proof of a Wave Equation Resolution Scheme: The Method Error
Abstract. Popular finite difference numerical schemes for the resolution of the one-dimensional acoustic wave equation are well-known to be convergent. We present a comprehensive...
Sylvie Boldo, François Clément, Jean...
143
Voted
GLOBECOM
2009
IEEE
15 years 8 months ago
Stochastic Resource Allocation over Fading Multiple Access and Broadcast Channels
In this paper, we consider the optimal rate and power allocation that maximizes a general utility function of average user rates in a fading multiple-access or broadcast channel. B...
Na Gao, Xin Wang
151
Voted
GLOBECOM
2009
IEEE
15 years 8 months ago
Distributed Averaging in Dense Wireless Networks
We consider the effect of network throughput on the convergence of a specific class of distributed averaging algorithms, called consensus algorithms. These algorithms rely on itera...
Sundaram Vanka, Martin Haenggi, Vijay Gupta
GLOBECOM
2009
IEEE
15 years 8 months ago
Dual Transform Domain Echo Canceller for Discrete Multitone Systems
Abstract--In communication systems where full-duplex transmission is required, digital echo cancellers are employed to cancel echo by means of adaptive filtering. In order to reduc...
Neda Ehtiati, Benoît Champagne