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2010, ISBN 9780521762229, Volume 9780521762229, xiv, 498
Over the past two decades there have been significant advances in the field of optimization. In particular, convex optimization has emerged as a powerful... 
Signal processing | Mathematical optimization | Convex functions | Mathematics
Book
2006, Foundations and trends in communications and information theory, ISBN 1601980302, Volume 3, issue 4/5 (2006)., Issue 4-5, ix, 224
Book
IEEE transactions on signal processing, ISSN 1941-0476, 2017, Volume 65, Issue 3, pp. 794 - 816
Journal Article
IEEE transactions on signal processing, ISSN 1941-0476, 2016, Volume 64, Issue 11, pp. 2866 - 2879
Journal Article
IEEE Transactions on Signal Processing, ISSN 1053-587X, 02/2010, Volume 58, Issue 2, pp. 761 - 780
Journal Article
IEEE Transactions on Signal Processing, ISSN 1053-587X, 06/2016, Volume 64, Issue 11, pp. 2949 - 2964
Journal Article
Journal Article
01/2017
This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. We first propose a general... 
Journal Article
IEEE Journal on Selected Areas in Communications, ISSN 0733-8716, 09/2008, Volume 26, Issue 7, pp. 1089 - 1103
Journal Article
IEEE Transactions on Signal Processing, ISSN 1053-587X, 10/2016, Volume 64, Issue 19, pp. 5174 - 5186
Journal Article
IEEE transactions on signal processing, ISSN 1941-0476, 2015, Volume 63, Issue 15, pp. 3998 - 4009
Journal Article
IEEE Transactions on Signal Processing, ISSN 1053-587X, 12/2016, Volume 64, Issue 23, pp. 6211 - 6226
Journal Article
IEEE transactions on wireless communications, ISSN 1536-1276, 2007, Volume 6, Issue 7, pp. 2640 - 2651
Journal Article
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