We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
We propose an analysis of numerical integration based on sampling theory, whereby the integration error caused by aliasing is suppressed by pre-filtering. We derive a pre-filter f...
Abstract. In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers...
Multiobjective optimization deals with problems involving multiple measures of performance that should be optimized simultaneously. In this paper we extend bucket elimination (BE),...
In this contribution, we propose a new code-aided synchronization and channel estimation algorithm for uplink MC-CDMA. The space alternating generalized expectationmaximization (SA...