| Paper: | SPTM-P2.9 |
| Session: | Adaptive and Sparsity-Aware Algorithms |
| Location: | Poster Area J |
| Session Time: | Tuesday, May 28, 10:50 - 12:50 |
| Presentation Time: | Tuesday, May 28, 10:50 - 12:50 |
| Presentation: |
Poster
|
| Topic: |
Signal Processing Theory and Methods: Adaptive Signal Processing |
| Paper Title: |
ONLINE ROBUST PORTFOLIO RISK MANAGEMENT USING TOTAL LEAST-SQUARES AND PARALLEL SPLITTING ALGORITHMS |
| Authors: |
Konstantinos Slavakis, University of Minnesota, United States; Geert Leus, Delft University of Technology, Netherlands; Georgios B. Giannakis, University of Minnesota, United States |
