2 citations · 6 across the 5 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
stat.ML2018
Sparse Reduced Rank Regression With Nonconvex Regularization
Ziping Zhao, Daniel P. Palomar
In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection wi…
q-fin.PM2018
Optimal Portfolio Design for Statistical Arbitrage in Finance
Ziping Zhao, Rui Zhou, Zhongju Wang +1
In this paper, the optimal mean-reverting portfolio (MRP) design problem is considered, which plays an important role for the statistical arbitrage (a.k.a. pairs trading) strategy…
math.OC2018
MIMO Transmit Beampattern Matching Under Waveform Constraints
Ziping Zhao, Daniel P. Palomar
In this paper, the multiple-input multiple-output (MIMO) transmit beampattern matching problem is considered. The problem is formulated to approximate a desired transmit beampatter…