11 citations · 19 across the 5 of their papers we have counts for
3 papers · 1 filter
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…