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