11 citations · 17 across the 4 of their papers we have counts for
7 papers
Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
Alvaro Arroyo, Bruno Scalzo, Ljubisa Stankovic +1
Stock market returns are typically analyzed using standard regression, yet they reside on irregular domains which is a natural scenario for graph signal processing. To this end, we…
Distance and Position Estimation in Visible Light Systems with RGB LEDs
Ilker Demirel, Sinan Gezici
In this manuscript, distance and position estimation problems are investigated for visible light positioning (VLP) systems with red-green-blue (RGB) light emitting diodes (LEDs). T…
Nonstationary Portfolios: Diversification in the Spectral Domain
Bruno Scalzo, Alvaro Arroyo, Ljubisa Stankovic +1
Classical portfolio optimization methods typically determine an optimal capital allocation through the implicit, yet critical, assumption of statistical time-invariance. Such model…
A Probabilistic Spectral Analysis of Multivariate Real-Valued Nonstationary Signals
Bruno Scalzo, Ljubisa Stankovic, Danilo P. Mandic
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In…
Graph Signal Processing -- Part III: Machine Learning on Graphs, from Graph Topology to Applications
Ljubisa Stankovic, Danilo Mandic, Milos Dakovic +4
Many modern data analytics applications on graphs operate on domains where graph topology is not known a priori, and hence its determination becomes part of the problem definition,…
Graph Signal Processing -- Part II: Processing and Analyzing Signals on Graphs
Ljubisa Stankovic, Danilo Mandic, Milos Dakovic +3
The focus of Part I of this monograph has been on both the fundamental properties, graph topologies, and spectral representations of graphs. Part II embarks on these concepts to ad…