Sciweavers

273 search results - page 12 / 55
» Robust Asset Allocation
Sort
View
ICASSP
2009
IEEE
13 years 11 months ago
A MIMO channel perturbation analysis for robust bit loading
In narrowband multiple-input multiple-output (MIMO) communication systems, when the channel state information (CSI) is known perfectly at the transmitter and the receiver, techniq...
Michael D. Larsen, A. Lee Swindlehurst
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
MMS
2008
13 years 7 months ago
Robust source-channel coding for real-time multimedia
Abstract Multimedia applications operating in today's Internet have to employ some form of error resilience to cope with losses. For interactive applications with strict delay...
György Dán, Viktória Fodor, Gun...
CORR
2007
Springer
112views Education» more  CORR 2007»
13 years 7 months ago
On Optimum Power Allocation for the V-BLAST
—A unified analytical framework for optimum power allocation in the unordered V-BLAST algorithm and its comparative performance analysis are presented. Compact closed-form appro...
Victoria Kostina, Sergey Loyka
DATE
2005
IEEE
131views Hardware» more  DATE 2005»
13 years 9 months ago
Performance Driven Decoupling Capacitor Allocation Considering Data and Clock Interactions
— We propose a sensitivity-based method to allocate decaps incorporating leakage constraints and tighter data and clock interactions. The proposed approach attempts to allocate d...
Ajith Chandy, Tom Chen