We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
This paper presents a stochastic multi-agent model of stock market. The market dynamics include switches between chartists and fundamentalists and switches in the prevailing opinio...
This paper presents an efficient method to compute the maximum likelihood (ML) estimation of the parameters of a complex 2-D sinusoidal, with the complexity order of the FFT. The...
Transform approximations are explored for speeding up the software compression of images and video. Approximations are used to replace the regular discrete cosine transform (DCT) w...
Synchronization in networks with different topolo- is shown that for typical systems only three main scenarios gies is studied. We show that for a large class of oscillators there ...