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 |