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Lecture Notes
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
Source Code
A library for developing portable applications that deal with networking, threads (message passing, futures, etc...), graphical interfaces, complex data structures, linear algebra,...
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Tutorial
"These video lectures provide a thorough and unified treatment of adaptive filters and their performance. The lectures cover the fundamentals of linear estimation theory, adap...
WEA
2009
Springer
14 years 3 months ago
2009
Springer
What does it mean for two geometric graphs to be similar? We propose a distance for geometric graphs that we show to be a metric, and that can be computed by solving an integer li...
AAECC
2007
Springer
14 years 2 months ago
2007
Springer
Given a linear code C, the fundamental problem of trellis decoding is to find a coordinate permutation of C that yields a code C′ whose minimal trellis has the least state-compl...