Search Results for author:
Found 2 papers, 2 papers with code
Multi-Period Trading via Convex Optimization
The methods we describe in this paper can be thought of as good ways to exploit predictions, no matter how they are made.
Greedy Gaussian Segmentation of Multivariate Time Series
We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution.
Optimization and Control
Cannot find the paper you are looking for? You can
Submit a new open access paper.
