Game theory for networks: A tutorial on game-theoretic tools for emerging signal processing applications
The aim of this tutorial is to provide an overview, although necessarily incomplete, of game
theory (GT) for signal processing (SP) in networks. One of the main features of this …
theory (GT) for signal processing (SP) in networks. One of the main features of this …
Stock market prediction and Portfolio selection models: a survey
Stock data is known to be chaotic in nature and it is a challenging task to predict the non-
linear patterns of such data. Forming an optimal portfolio of stocks is yet another challenging …
linear patterns of such data. Forming an optimal portfolio of stocks is yet another challenging …
Network slicing games: Enabling customization in multi-tenant mobile networks
Network slicing to enable resource sharing among multiple tenants-network operators
and/or services-is considered as a key functionality for next generation mobile networks …
and/or services-is considered as a key functionality for next generation mobile networks …
Minimax and biobjective portfolio selection based on collaborative neurodynamic optimization
Portfolio selection is one of the important issues in financial investments. This article is
concerned with portfolio selection based on collaborative neurodynamic optimization. The …
concerned with portfolio selection based on collaborative neurodynamic optimization. The …
Multiple populations co-evolutionary particle swarm optimization for multi-objective cardinality constrained portfolio optimization problem
With the rapid development of financial market, a growing number of stocks become
available on the financial market. How to efficiently select these stocks to achieve higher …
available on the financial market. How to efficiently select these stocks to achieve higher …
A signal processing perspective on financial engineering
Financial engineering and electrical engineering are seemingly different areas that share
strong underlying connections. Both areas rely on statistical analysis and modeling of …
strong underlying connections. Both areas rely on statistical analysis and modeling of …
A unified successive pseudoconvex approximation framework
In this paper, we propose a successive pseudoconvex approximation algorithm to efficiently
compute stationary points for a large class of possibly nonconvex optimization problems …
compute stationary points for a large class of possibly nonconvex optimization problems …
On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
In this paper, we consider a stochastic Nash game in which each player minimizes a
parameterized expectation-valued convex objective function. In deterministic regimes …
parameterized expectation-valued convex objective function. In deterministic regimes …
How to manage future groundwater resource of China under climate change and urbanization: An optimal stage investment design from modern portfolio theory
Groundwater management in China has been facing challenges from both climate change
and urbanization and is considered as a national priority nowadays. However …
and urbanization and is considered as a national priority nowadays. However …
Equilibrium selection for multi-portfolio optimization
We analyze a Nash equilibrium problem arising when trades from different accounts are
pooled for execution. We introduce a new general multi-portfolio model and state sufficient …
pooled for execution. We introduce a new general multi-portfolio model and state sufficient …