My ICASSP 2017 Schedule
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Paper Detail
| Paper: | BD-P1.7 | ||
| Session: | Signal Processing for Big Data II | ||
| Session Time: | Wednesday, March 8, 08:30 - 10:30 | ||
| Presentation Time: | Wednesday, March 8, 08:30 - 10:30 | ||
| Presentation: | Poster | ||
| Topic: | Signal Processing for Big Data: Learning and inference with big data | ||
| Paper Title: | FORECASTING COVARIANCE FOR OPTIMAL CARRY TRADE PORTFOLIO ALLOCATIONS | ||
| Authors: | Matthew Ames; University College London | ||
| Guillaume Bagnarosa; ESC Rennes School of Business | |||
| Gareth Peters; University College London | |||
| Pavel Shevchenko; Macquarie University | |||
| Tomoko Matsui; The Institute of Statistical Mathematics | |||