These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
Estimating the parameters of a pencil of lines is addressed. A statistical model for the measurements is developed, from which the Cramer Rao lower bound is determined. An estimato...
We present algebraic equivalences that allow to unnest nested algebraic expressions for order-preserving algebraic operators. We illustrate how these equivalences can be applied s...
Diagnosing faults in the Internet is arduous and time-consuming, in part because the network is composed of diverse components spread across many administrative domains. We consid...
Ratul Mahajan, Neil T. Spring, David Wetherall, Th...
Concept lattices built on noisy data tend to be large and hence hard to interpret. We introduce several measures that can be used in selecting relevant concepts and discuss how the...
Mikhail Klimushkin, Sergei A. Obiedkov, Camille Ro...