Technical Program
SS-P2: Financial Signal Processing and Machine Learning for Electronic Trading |
| Session Type: Poster |
| Time: Wednesday, March 23, 08:30 - 10:30 |
| Location: Poster Area B |
| Session Chair: Daniel Palomar, Hong Kong University of Science and Technology |
| SS-P2.1: SEQUENTIAL MONTE CARLO SAMPLING FOR CORRELATED LATENT LONG-MEMORY TIME-SERIES |
| Iñigo Urteaga; Stony Brook University |
| Mónica F. Bugallo; Stony Brook University |
| Petar M. Djurić; Stony Brook University |
| SS-P2.2: PORTFOLIO OPTIMIZATION WITH ASSET SELECTION AND RISK PARITY CONTROL |
| Yiyong Feng; Hong Kong University of Science and Technology |
| Daniel P. Palomar; Hong Kong University of Science and Technology |
ICASSP 2016 Patrons
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