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We analyze an online learning algorithm that adaptively combines outputs of two constituent algorithms (or the experts) running in parallel to estimate an unknown desired signal. This online learning algorithm is shown to achieve and in some cases outperform the mean-square error (MSE) performance of the best constituent algorithm in the steady state.(More)
Exceptional opportunities exist for researchers and practitioners to invest in conducting innovative and transformative research in data mining and health informatics. This IEEE Intelligent Systems "Trends and Controversies" (T&C) department hopes to raise awareness and highlight recent research to move toward such goals. The introduction, "Healthcare(More)
We study how to invest optimally in a financial market having a finite number of assets from a signal processing perspective. Specifically, we investigate how an investor should distribute capital over these assets and when he/she should reallocate the distribution of the funds over these assets to maximize the expected cumulative wealth over any investment(More)
We investigate portfolio selection problem from a signal processing perspective and study how and when an investor should diversify wealth over two assets in order to maximize the cumulative wealth. We construct portfolios that provide the optimal growth in i.i.d. discrete time two-asset markets under proportional transaction costs. As the market model, we(More)
We study portfolio investment problem from a probabilistic modeling perspective and study how an investor should distribute wealth over two assets in order to maximize the cumulative wealth. We construct portfolios that provide the optimal growth in i.i.d. discrete time two-asset markets under proportional transaction costs. As the market model, we consider(More)
—We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mixture is shown to achieve the mean square error (MSE) performance of the best constituent filter, and in some cases outperforms both, in the steady-state. However, the MSE(More)
We study how to invest optimally in a stock market having a finite number of assets from a signal processing perspective. In particular, we introduce a portfolio selection algorithm that maximizes the expected cumulative wealth in i.i.d. two-asset discrete-time markets where the market levies proportional transaction costs in buying and selling stocks. This(More)
QUALIFICATIONS · 8 journal papers published in highly respected transactions. · 12 accepted and published conference papers. · Double major from both Electrical&Electronics Engineering and Mathematics with honors.