Portfolio Optimization: Theory and Application

Palomar, Daniel P.

Reference

Cambridge University Press

<p>Multiple-input multiple-output (MIMO) channels provide an abstract and unified representation of different physical communication systems, ranging from multi-antenna wireless channels to wireless digital subscriber line (DSL) systems. They have the key property that several data streams can be simultaneously established. MIMO Transceiver Design via Majorization Theory presents an up-to-date unified mathematical framework for the design of point-to-point MIMO transceivers with channel state information (CSI) at both sides of the link according to an arbitrary cost function as a measure of the system performance. In addition, the framework embraces the design of systems with given individual performance on the data streams. MIMO Transceiver Design via Majorization Theory is an invaluable resource for researchers and practitioners involved in the state-of-the-art design of MIMO-based communication systems.</p>

Mimo Transceiver Design Via Majorization Theory (Foundations and Trends(r) in Communications and Information)

Computers & Technology

Jiang, Yi

Computer Science

Now Publishers

Despite the different nature of financial engineering and electrical engineering, both areas are intimately connected on a mathematical level. The foundations of financial engineering lie on the statistical analysis of numerical time series and the modeling of the behavior of the financial markets in order to perform predictions and systematically optimize investment strategies. Similarly, the foundations of electrical engineering, for instance, wireless communication systems, lie on statistical signal processing and the modeling of communication channels in order to perform predictions and systematically optimize transmission strategies. Both foundations are the same in disguise.  It is often the case in science that the same or very similar methodologies are developed and applied independently in different areas. A Signal Processing Perspective on Financial Engineering is about investment in financial assets treated as a signal processing and optimization problem. It explores such connections and capitalizes on the existing mathematical tools developed in wireless communications and signal processing to solve real-life problems arising in the financial markets in an unprecedented way.  A Signal Processing Perspective on Financial Engineering provides straightforward and systematic access to financial engineering for researchers in signal processing and communications so that they can understand problems in financial engineering more easily and may even apply signal processing techniques to handle some financial problems.

A Signal Processing Perspective on Financial Engineering (Foundations and Trends(r) in Signal Processing)

Engineering & Transportation

Feng, Yiyong

Engineering

Optimization Methods for Financial Index Tracking: From Theory to Practice (Foundations and Trends(r) in Optimization)

Science & Math

Benidis, Konstantinos

Mathematics

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