Activities and events in our lives are structural , be it a vacation, a camping trip, or a wedding. While individual details vary, there are characteristic patterns that are specific to each of these scenarios. For example , a wedding typically consists of a sequence of events such as walking down the aisle, exchanging vows, and dancing. In this paper, we… (More)
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. In this lecture, first we go over an application of the Hoeffding bound in discrepancy theory, then we go over basic families of streaming algorithms.
The goal of this project is to gauge the effectiveness of using signal processing techniques for portfolio optimization problems. The equation for computing the weight vector of the minimum variance portfolio of a group of stocks is mathematically identical to the minimum output variance of the MVDR filter. By applying an iterative algorithm for the… (More)