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eess.SP2026
Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications
Mohanad Ahmed, Mahmoud Ghazal, Maaz Mahadi +1
This manuscript reviews theoretical results and applications related to quadratic forms in Gaussian random variables. It summarizes definitions, canonical representations, exact an…
eess.SP2022
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach
Maaz Mahadi, Tarig Ballal, Muhammad Moinuddin +2
This paper is concerned with optimizing the global minimum-variance portfolio's (GMVP) weights in high-dimensional settings where both observation and population dimensions grow at…