10 citations · 10 across the 5 of their papers we have counts for
5 papers
Information Theoretic Analysis of the Fundamental Limits of Content Identification
Sait Tunc, Yucel Altug, Serdar Kozat +1
We investigate the content identification problem from an information theoretic perspective and derive its fundamental limits. Here, a rights-holder company desires to keep track o…
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…
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…
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…
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…