2012. 04. 06 PORTFOLIO SELECTION USING TIKHONOV FILTERING TO ESTIMATE THE COVARIANCE MATRIX Markowitz’s Mean-Variance portfolio selection problem (MV problem)chooses weights for stocks in a portfolio based on an estimatedcovariance matrix of stock returns. Our study proposes to reduce noisein the estimation using a Tikhonov filter function. The new methoddecreases the contribution of the smaller eigenvalues of a… Date ( ~ ) Location Speaker
2012. 04. 06 Salient Region Detection and Its Applications In general, our visual field could be represented by using 10 – 100 MB of information per second. Even if most of neurons are dedicated to such visual processing, it is hard to handle this information in real time. Nevertheless, we can promptly (i.e., computationally… Date ( ~ ) Location Speaker
