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 ...
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...
—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...