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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 2 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
12 years 11 months ago
Front-end feature transforms with context filtering for speaker adaptation
Feature-space transforms such as feature-space maximum likelihood linear regression (FMLLR) are very effective speaker adaptation technique, especially on mismatched test data. In...
Jing Huang, Karthik Visweswariah, Peder A. Olsen, ...
COLT
1995
Springer
13 years 11 months ago
Regression NSS: An Alternative to Cross Validation
The Noise Sensitivity Signature (NSS), originally introduced by Grossman and Lapedes (1993), was proposed as an alternative to cross validation for selecting network complexity. I...
Michael P. Perrone, Brian S. Blais
JCNS
2000
120views more  JCNS 2000»
13 years 7 months ago
Robust Spectrotemporal Reverse Correlation for the Auditory System: Optimizing Stimulus Design
Abstract. The spectrotemporal receptive field (STRF) is a functional descriptor of the linear processing of timevarying acoustic spectra by the auditory system. By cross-correlatin...
David J. Klein, Didier A. Depireux, Jonathan Z. Si...
WWW
2005
ACM
14 years 8 months ago
Executing incoherency bounded continuous queries at web data aggregators
Continuous queries are used to monitor changes to time varying data and to provide results useful for online decision making. Typically a user desires to obtain the value of some ...
Rajeev Gupta, Ashish Puri, Krithi Ramamritham