Login Paper Search My Schedule Paper Index Help

My ICASSP 2013 Schedule

Note: Your custom schedule will not be saved unless you create a new account or login to an existing account.
  1. Create a login based on your email (takes less than one minute)
  2. Perform 'Paper Search'
  3. Select papers that you desire to save in your personalized schedule
  4. Click on 'My Schedule' to see the current list of selected papers
  5. Click on 'Printable Version' to create a separate window suitable for printing (the header and menu will appear, but will not actually print)

Clicking on the Add button next to a paper title will add that paper to your custom schedule.
Clicking on the Remove button next to a paper will remove that paper from your custom schedule.

SS-L6: Financial Signal Processing and Electronic Trading

Session Type: Lecture
Time: Thursday, May 30, 15:20 - 17:20
Location: Room 110
Session Chairs: Ali N. Akansu, New Jersey Institute of Technology and Ilya Pollak, Purdue University
 
  SS-L6.1: REPLICATION AND OPTIMIZATION OF HEDGE FUND RISK FACTOR EXPOSURES
         Douglas Johnston; Quantalysis, LLC
         Inigo Urteaga; Stony Brook University
         Petar Djuric; Stony Brook University
 
  SS-L6.2: GROWTH OPTIMAL INVESTMENT WITH THRESHOLD REBALANCING PORTFOLIOS UNDER TRANSACTION COSTS
         Sait Tunc; Georgia Institute of Technology
         Mehmet Donmez; Koc University
         Suleyman Kozat; Bilkent University
 
  SS-L6.3: LOCALLY STATIONARY VECTOR PROCESSES AND ADAPTIVE MULTIVARIATE MODELING
         David S. Matteson; Cornell University
         Nicholas A. James; Cornell University
         William B. Nicholson; Cornell University
         Louis C. Segalini; Cornell University
 
  SS-L6.4: FPGA BASED EIGENFILTERING FOR REAL-TIME PORTFOLIO RISK ANALYSIS
         Mustafa U. Torun; New Jersey Institute of Technology
         Onur Yilmaz; New Jersey Institute of Technology
         Ali N. Akansu; New Jersey Institute of Technology
 
  SS-L6.5: DYNAMICAL COMPLEXITY ANALYSIS OF MULTIVARIATE FINANCIAL DATA
         Wenjun Er; Imperial College London
         Danilo P. Mandic; Imperial College London
 
  SS-L6.6: DETECTING ASSET VALUE DISLOCATIONS IN MULTI-AGENT MODELS OF MARKET MICROSTRUCTURE
         Vikram Krishnamurthy; University of British Columbia
         Anup Aryan; University of British Columbia