Scalability is a many-sided property which can be captured in a scalability metric that balances cost, volume, timeliness and other attirbutes of value in the system, as a functio...
Abstract An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Co...
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...
We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
In the past decade or so, subspace methods have been largely used in face recognition ? generally with quite success. Subspace approaches, however, generally assume the training d...