34 citations · 64 across the 3 of their papers we have counts for
3 papers
q-fin.PM2018★ 2 cited
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…
cs.IT2016★ 34 cited
Effective Low-Complexity Optimization Methods for Joint Phase Noise and Channel Estimation in OFDM
Zhongju Wang, Prabhu Babu, Daniel P. Palomar
Phase noise correction is crucial to exploit full advantage of orthogonal frequency division multiplexing (OFDM) in modern high-data-rate communications. OFDM channel estimation wi…
math.OC2016★ 28 cited
Design of PAR-Constrained Sequences for MIMO Channel Estimation via Majorization-Minimization
Zhongju Wang, Prabhu Babu, Daniel P. Palomar
PAR-constrained sequences are widely used in communication systems and radars due to various practical needs; specifically, sequences are required to be unimodular or of low peak-t…