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107
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ICASSP
2008
IEEE
15 years 8 months ago
Universal switching portfolios under transaction costs
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
Suleyman Serdar Kozat, Andrew C. Singer
79
Voted
ASPDAC
1999
ACM
97views Hardware» more  ASPDAC 1999»
15 years 6 months ago
Universal Switched-Current Integrator Blocks for SI Filter Design
Jack L. Chan, Steve S. Chung
99
Voted
FPGA
1999
ACM
104views FPGA» more  FPGA 1999»
15 years 6 months ago
Universal Switch Blocks for Three-Dimensional FPGA Design
Guang-Ming Wu, Michael Shyu, Yao-Wen Chang
113
Voted
TSP
2008
114views more  TSP 2008»
15 years 1 months ago
Universal Switching Linear Least Squares Prediction
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
Suleyman Serdar Kozat, Andrew C. Singer
77
Voted
TC
2002
15 years 1 months ago
Comment on Generic Universal Switch Blocks
Hongbing Fan, Yu-Liang Wu, Yao-Wen Chang