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2002
Springer
13 years 8 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
ICASSP
2011
IEEE
13 years 12 days ago
Impulsive interference mitigation in ad hoc networks based on alpha-stable modeling and particle filtering
In this paper, we tackle the problem of interference mitigation in ad hoc networks. In such context, the multiple access interference (MAI) is known to be of an impulsive nature. ...
Nouha Jaoua, Emmanuel Duflos, Philippe Vanheeghe, ...
ICML
1999
IEEE
14 years 9 months ago
Distributed Value Functions
Many interesting problems, such as power grids, network switches, and tra c ow, that are candidates for solving with reinforcement learningRL, alsohave properties that make distri...
Jeff G. Schneider, Weng-Keen Wong, Andrew W. Moore...
MOBISYS
2008
ACM
14 years 8 months ago
Virtual trip lines for distributed privacy-preserving traffic monitoring
Automotive traffic monitoring using probe vehicles with Global Positioning System receivers promises significant improvements in cost, coverage, and accuracy. Current approaches, ...
Baik Hoh, Marco Gruteser, Ryan Herring, Jeff Ban, ...
ICC
2007
IEEE
153views Communications» more  ICC 2007»
14 years 3 months ago
A Walking Beacon-Assisted Localization in Wireless Sensor Networks
—The localization of the sensor node is a fundamental problem in sensor networks and can be implemented using powerful and expensive beacons. Beacons, the fewer the better, can a...
Bin Xiao, Hekang Chen, Shuigeng Zhou