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CORR
2007
Springer
147views Education» more  CORR 2007»
15 years 2 months ago
Identifying Small Mean Reverting Portfolios
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
Alexandre d'Aspremont
93
Voted
TSP
2008
99views more  TSP 2008»
15 years 2 months ago
Filter Design With Low Complexity Coefficients
We introduce a heuristic for designing filters that have low complexity coefficients, as measured by the total number of nonzeros digits in the binary or canonic signed digit (CSD)...
Joelle Skaf, Stephen P. Boyd
134
Voted
IJON
1998
119views more  IJON 1998»
15 years 2 months ago
Comment on "Recurrent neural networks: A constructive algorithm, and its properties"
In their paper [1], Tsoi and Tan present what they call a "canonical form", which they claim to be identical to that proposed in Nerrand et al [2]. They also claim that ...
Léon Personnaz, Gérard Dreyfus
85
Voted
ICASSP
2011
IEEE
14 years 6 months ago
A novel fast canonical-signed-digit conversion technique for multiplication
Abstract—Fast multiplication can be achieved by using canonical signed digit (CSD) to speed-up computations. Conversion to CSD is needed when the multiplier is not known a priori...
Rui Guo, Linda DeBrunner
191
Voted
CALCO
2011
Springer
223views Mathematics» more  CALCO 2011»
14 years 2 months ago
On the Statistical Thermodynamics of Reversible Communicating Processes
Abstract. We propose a probabilistic interpretation of a class of reversible communicating processes. The rate of forward and backward computing steps, instead of being given expli...
Giorgio Bacci, Vincent Danos, Ohad Kammar