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 ...
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...
—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...
Star networks were proposedrecently as an attractive alternative to the well-known hypercube models for interconnection networks. Extensive research has been performed that shows ...
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...