In most public companies in China, there are two thirds of shares that cannot be traded freely in the secondary market. These illiquid shares, however, may be allowed to circulate...
Minimum mean squared error estimates generally are not optimal in terms of a common track error statistic used in tracking benchmarks, namely a form of the Mean Optimal Subpattern...
David Frederic Crouse, Peter Willett, Yaakov Bar-S...
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
This paper develops a classification algorithm in the framework of spectral graph theory where the underlying manifold of a high dimensional data set is described by a graph. The...
Forma analysis provides an approach to formally derive domain specific operators based on domain-independent operator templates by manipulating a set of equivalence relations (i....