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...
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)...
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 ...
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...
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...