activity
20122017
most citedOptimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach

10 citations · 18 across the 10 of their papers we have counts for

collaborators

10 papers

cs.PF2017

Cost-Performance Tradeoffs in Fusing Unreliable Computational Units

Mehmet A. Donmez, Maxim Raginsky, Andrew C. Singer +1

We investigate fusing several unreliable computational units that perform the same task. We model an unreliable computational outcome as an additive perturbation to its error-free…

cs.LG2017

EE-Grad: Exploration and Exploitation for Cost-Efficient Mini-Batch SGD

Mehmet A. Donmez, Maxim Raginsky, Andrew C. Singer

We present a generic framework for trading off fidelity and cost in computing stochastic gradients when the costs of acquiring stochastic gradients of different quality are not kno…

eess.SY2013

Robust Least Squares Methods Under Bounded Data Uncertainties

N. Denizcan Vanli, Mehmet A. Donmez, Suleyman S. Kozat

We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a m…

cs.LG2012

A Deterministic Analysis of an Online Convex Mixture of Expert Algorithms

Mehmet A. Donmez, Sait Tunc, Suleyman S. Kozat

We analyze an online learning algorithm that adaptively combines outputs of two constituent algorithms (or the experts) running in parallel to model an unknown desired signal. This…

cs.IT2012

Robust Estimation in Rayleigh Fading Channels Under Bounded Channel Uncertainties

Mehmet A. Donmez, Huseyin A. Inan, Suleyman S. Kozat

We investigate channel equalization for Rayleigh fading channels under bounded channel uncertainties. We analyze three robust methods to estimate an unknown signal transmitted thro…

cs.LG2012★ 8 cited

Adaptive Mixture Methods Based on Bregman Divergences

Mehmet A. Donmez, Huseyin A. Inan, Suleyman S. Kozat

We investigate adaptive mixture methods that linearly combine outputs of constituent filters running in parallel to model a desired signal. We use "Bregman divergences" and obt…

eess.SY2012

A New Analysis of an Adaptive Convex Mixture: A Deterministic Approach

Mehmet A. Donmez, Sait Tunc, Suleyman S. Kozat

We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mix…

eess.SY2012

A Novel Robust Approach to Least Squares Problems with Bounded Data Uncertainties

Nargiz Kalantarova, Mehmet A. Donmez, Suleyman S. Kozat

In this correspondence, we introduce a minimax regret criteria to the least squares problems with bounded data uncertainties and solve it using semi-definite programming. We invest…

q-fin.PM2012★ 10 cited

Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach

Sait Tunc, Suleyman S. Kozat

We study optimal investment in a financial market having a finite number of assets from a signal processing perspective. We investigate how an investor should distribute capital ov…

q-fin.PM2012

Optimal Investment Under Transaction Costs

Sait Tunc, Mehmet A. Donmez, Suleyman S. Kozat

We investigate how and when to diversify capital over assets, i.e., the portfolio selection problem, from a signal processing perspective. To this end, we first construct portfolio…