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SIAMJO
2010
15 years 1 months ago
2010
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 ...
192
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SIAMMAX
2010
15 years 1 months ago
2010
Linear Discriminant Analysis (LDA) is one of the most popular approaches for feature extraction and dimension reduction to overcome the curse of the dimensionality of the high-dime...
244
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SIAMMAX
2010
15 years 1 months ago
2010
The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with app...
308
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SIAMMAX
2010
15 years 1 months ago
2010
Abstract. Linear inverse problems with uncertain measurement matrices appear in many different applications. One of the standard techniques for solving such problems is the total l...
161
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SIAMNUM
2010
15 years 1 months ago
2010
In this paper we introduce a new class of diffeomorphic smoothers based on general spline smoothing techniques and on the use of some tools that have been recently developed in th...