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2002
Springer
15 years 6 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
TIT
2002
146views more  TIT 2002»
15 years 6 months ago
Least squares estimation of 2-D sinusoids in colored noise: Asymptotic analysis
This paper considers the problem of estimating the parameters of real-valued two-dimensional (2-D) sinusoidal signals observed in colored noise. This problem is a special case of t...
Guy Cohen, Joseph M. Francos
INFOCOM
2010
IEEE
15 years 4 months ago
Queuing Analysis in Multichannel Cognitive Spectrum Access: A Large Deviation Approach
Abstract—The queueing performance of a (secondary) cognitive user is investigated for a hierarchical network where there are N independent and identical primary users. Each prima...
Amine Laourine, Shiyao Chen, Lang Tong
JCAMD
2010
65views more  JCAMD 2010»
15 years 4 months ago
Analysis of SM8 and Zap TK calculations and their geometric sensitivity
Abstract A prospective study of aqueous solvation energies was done using the SM8 and Zap TK models for a variety of geometries. CM4M charges calculated with M06 and M06-2X were fo...
Benjamin A. Ellingson, A. Geoffrey Skillman, Antho...
IPCV
2010
15 years 4 months ago
3D Camera-based Generic Gesture Analysis for Video Game Interface
- Conventional video games are controlled by players via physical game controllers. A new emerging trend for game control in recent years is to use intelligent sensor based interfa...
Gang Hu, Qigang Gao