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» Performance of Portfolios Optimized with Estimation Error
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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 5 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
ICASSP
2011
IEEE
13 years 2 months ago
Single-carrier systems with MMSE linear equalizers: Performance degradation due to channel and CFO estimation errors
We assess the impact of the channel and carrier frequency offset (CFO) estimation errors on the performance of singlecarrier systems with MMSE linear equalizers. Performance degra...
Athanasios P. Liavas, Despoina Tsipouridou
BNCOD
2008
96views Database» more  BNCOD 2008»
14 years 10 days ago
Smooth Interpolating Histograms with Error Guarantees
Abstract. Accurate selectivity estimations are essential for query optimization decisions where they are typically derived from various kinds of histograms which condense value dis...
Thomas Neumann, Sebastian Michel
INFOCOM
2012
IEEE
12 years 1 months ago
Estimators also need shared values to grow together
—Network management applications require large numbers of counters in order to collect traffic characteristics for each network flow. However, these counters often barely fit ...
Erez Tsidon, Iddo Hanniel, Isaac Keslassy
BMCBI
2006
110views more  BMCBI 2006»
13 years 11 months ago
Bias in error estimation when using cross-validation for model selection
Background: Cross-validation (CV) is an effective method for estimating the prediction error of a classifier. Some recent articles have proposed methods for optimizing classifiers...
Sudhir Varma, Richard Simon