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...
A library for developing portable applications that deal with networking, threads (message passing, futures, etc...), graphical interfaces, complex data structures, linear algebra,...
"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...
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...
Otfried Cheong, Joachim Gudmundsson, Hyo-Sil Kim, ...
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...