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WSC
2007
15 years 9 months ago
Non-Gaussian asset allocation in the federal thrift savings plan
Historical data suggest that returns of stocks and indices are not distributed independent and identically Normal, as is commonly assumed. Instead, returns of financial assets are...
Scott T. Nestler
ESANN
2004
15 years 8 months ago
Separability of analytic postnonlinear blind source separation with bounded sources
The aim of blind source separation (BSS) is to transform a mixed random vector such that the original sources are recovered. If the sources are assumed to be statistically independ...
Fabian J. Theis, Peter Gruber
SMC
2010
IEEE
159views Control Systems» more  SMC 2010»
15 years 5 months ago
Mobile interaction with smart environments through linked data
This paper presents the design and architecture of an integrated environment that provides location independent and mobile access to Intelligent Domotic Environments. The envision...
Faisal Razzak, Dario Bonino, Fulvio Corno
IDA
2009
Springer
15 years 4 months ago
Source Separation of Phase-Locked Subspaces
We present a two-stage algorithm to perform blind source separation of sources organized in subspaces, where sources in different subspaces have zero phase synchrony and sources in...
Miguel Almeida, Ricardo Vigário
JMLR
2011
142views more  JMLR 2011»
15 years 1 months ago
Causal Search in Structural Vector Autoregressive Models
This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first ...
Alessio Moneta, Nadine Chlass, Doris Entner, Patri...