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SIAMJO
2010
155views more  SIAMJO 2010»
14 years 4 months 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
COLT
2004
Springer
15 years 1 months ago
Suboptimal Behavior of Bayes and MDL in Classification Under Misspecification
We show that forms of Bayesian and MDL inference that are often applied to classification problems can be inconsistent. This means that there exists a learning problem such that fo...
Peter Grünwald, John Langford
TSP
2011
170views more  TSP 2011»
14 years 4 months ago
Model Selection for Sinusoids in Noise: Statistical Analysis and a New Penalty Term
—Detection of the number of sinusoids embedded in noise is a fundamental problem in statistical signal processing. Most parametric methods minimize the sum of a data fit (likeli...
Boaz Nadler, Leonid Kontorovich
IPPS
1997
IEEE
15 years 1 months ago
Nearly Optimal One-To-Many Parallel Routing in Star Networks
Star networks were proposedrecently as an attractive alternative to the well-known hypercube models for interconnection networks. Extensive research has been performed that shows ...
Chi-Chang Chen, Jianer Chen
HIS
2004
14 years 11 months ago
A Novel Fuzzy Approach to Speech Recognition
This paper presents a novel approach to speech recognition using fuzzy modeling. The task begins with conversion of speech spectrogram into a linguistic description based on arbit...
Ramin Halavati, Saeed Bagheri Shouraki, Mahsa Eshr...