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Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how co...Lees meer
Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. In this volume, the authors e...Lees meer
Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how suc...Lees meer
Argues that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale proble...Lees meer
Examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset re...Lees meer
This groundbreaking textbook combines straightforward explanations with a wealth of practical examples to offer an innovative approach to teaching lin...Lees meer
Dixon and Amelie Boyd were Belfast medical students. Later he was a Cambridge Professor and she an Academic's wife. They and their four sons, became a...Lees meer
In autumn 1397, Viscount Ramon de Perellós left the papal palace in Avignon to travel to St Patrick's Purgatory, famous throughout Europe as a gateway...Lees meer
In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization pr...Lees meer
This book showcases the research of established and younger colleagues from Great Britain and Ireland on artifice and invention in the Spanish Golden ...Lees meer
Discusses different interpretations of proximal operators and algorithms, looks at their connections to many other topics in optimization and applied ...Lees meer
Presents a fully decentralized method for dynamic network energy management based on messages passing between devices. The book considers a network of...Lees meer