41 citations · 157 across the 35 of their papers we have counts for
6 papers · 1 filter
Spin Glasses and Nonlinear Constraints in Portfolio Optimization
M. Andrecut
We discuss the portfolio optimization problem with the obligatory deposits constraint. Recently it has been shown that as a consequence of this nonlinear constraint, the solution c…
Portfolio Optimization in R
M. Andrecut
We consider the problem of finding the efficient frontier associated with the risk-return portfolio optimization model. We derive the analytical expression of the efficient frontie…
Stochastic Recovery Of Sparse Signals From Random Measurements
M. Andrecut
Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and ima…
Monte-Carlo Simulation of a Multi-Dimensional Switch-Like Model of Stem Cell Differentiation
M. Andrecut
The process controlling the diferentiation of stem, or progenitor, cells into one specific functional direction is called lineage specification. An important characteristic of this…
MUSIC for Faraday Rotation Measure Synthesis
M. Andrecut
Faraday Rotation Measure (RM) synthesis requires the recovery of the Faraday Dispersion Function (FDF) from measurements restricted to limited wavelength ranges, which is an ill-co…
Exact Fourier Spectrum Recovery
M. Andrecut
Discrete Fourier Transform (DFT) is widely used in signal processing to analyze the frequencies in a discrete signal. However, DFT fails to recover the exact Fourier spectrum, when…