2023
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3 days ago · Code. Mean-variance portfolio optimization problems often involve separable nonconvex terms, including penalties on capital gains, integer share constraints, and minimum position and trade sizes. We propose a heuristic algorithm for this problem based on the alternating direction method of multipliers (ADMM).
3 days ago · Control system analysis and synthesis via linear matrix inequalities. S. Boyd, V. Balakrishnan, E. Feron, and L. El Ghaoui. Eckman lecture, American Control Conference, San Francisco, June 1993. Corresponding paper appeared in the same conference, 2:2147-2154. eckman_paper.pdf. eckman_talk.pdf.
3 days ago · We describe a relaxation method which yields an easily computable upper bound via convex optimization. We also describe a heuristic method for finding a suboptimal portfolio, which is based on solving a small number of convex optimization problems (and hence can be done efficiently).
3 days ago · Convex programming is a subclass of nonlinear programming (NLP) that unifies and generalizes least squares (LS), linear programming (LP), and convex quadratic programming (QP). It has become quite popular recently for a number of reasons, including its attractive theoretical properties, efficient numerical algorithms, and practical applications.
4 days ago · Christopher Allen Lloyd (born October 22, 1938) [ 1 ] is an American actor. He has appeared in many theater productions, films, and on television since the 1960s. He is known for portraying Dr. Emmett "Doc" Brown in the Back to the Future trilogy (1985–1990) and Jim Ignatowski in the comedy series Taxi (1978–1983), for which he won two Emmy Awards.
1 day ago · 1 Introduction. Figure 1: Fine-grained emotion control with EmoKnob. While existing TTS and voice cloning frameworks lack the option for users to control emotions in speech, our framework allows users to embed arbitrary emotion with a specified intensity in speech with few-shot samples.
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1 day ago · Maude Abbott was a pioneering female Canadian physician who became a world authority on medical museums and congenital heart disease. Abbott spent almost all her career in highly sexist, discriminatory work environments.
