Research
Research
Research
Research
27+ open-access research outputs.
We propose a joint estimation method for the Direction-of-Arrival (DoA) and the Noise Covariance Matrix (NCM) tailored for beamforming applications. Building upon an existing NCM framework, our approa…
Deep reinforcement learning has shown promise in trade execution, yet its use in low-frequency factor portfolio construction remains under-explored. A key obstacle is the high-dimensional, unbalanced …
Deep neural networks have been applied to address electromagnetic inverse scattering problems (ISPs) and shown superior imaging performances, which can be affected by the training dataset, the network…
Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set on assumptions that are not supported by data in…
With projections of ageing populations and increasing rates of dementia, there is need for professional caregivers. Assistive robots have been proposed as a solution to this, as they can assist people…
Previous super-resolution reconstruction (SR) works are always designed on the assumption that the degradation operation is fixed, such as bicubic downsampling. However, as for remote sensing images, …
The mean and variance of portfolio returns are the standard quantities to measure the expected return and risk of a portfolio. Efficient portfolios that provide optimal trade-offs between mean and var…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract managem…
Since Markowitz's mean-variance framework, optimizing a portfolio that maximizes the profit and minimizes the risk has been ubiquitous in the financial industry. Initially, profit and risk were measur…
Portfolio diversification is one of the most effective ways to minimize investment risk. Individuals and fund managers aim to create a portfolio of assets that not only have high returns but are also …
Recently, Conditional Generative Adversarial Network (Conditional GAN) have shown very promising performance in several image-to-image translation applications. However, the uses of these conditional …
Brain tumor is one of the most high-risk cancers which causes the 5-year survival rate of only about 36%. Accurate diagnosis of brain tumor is critical for the treatment planning. However, complete da…
This study provides user-studies aimed at exploring factors influencing the interaction between older adults and a robotic table setting assistant. The in-fluence of the level of automation (LOA) and …
In this paper we consider the strategic asset allocation of an insurance company. This task can be seen as a special case of portfolio optimization. In the 1950s, Markowitz proposed to formulate portf…
This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the …
Optimization and Stochastic Processes Applied to Economy and Finance -- is the name of this book translated to English; It has been used at the IME-USP - The Institute of Mathematics and Statistics of…
Residents in retirement and nursing homes have sexual needs just like other people. However, the semi-public situation makes it difficult for them to satisfy these existential concerns. In addition, t…
Breast ultrasound (US) is an effective imaging modality for breast cancer detec-tion and diagnosis. The structural characteristics of breast lesion play an im-portant role in Computer-Aided Diagnosis …
A low-cost 1-DOF hand exoskeleton for neuromuscular rehabilitation has been designed and assembled. It consists of a base equipped with a servo motor, an index finger part, and a thumb part, connected…
Echolocating bats locate the targets by echolocation. Many theoretical frameworks have been suggested the abilities of bats are related to the shapes of bats ears, but few artificial bat-like ears hav…
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