Francisco Rubio

IEEE Trans. Signal Process., 2015

2013

Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2013

Improved Calibration of High-Dimensional Precision Matrices.

[BibT_eX]

[DOI]

Mengyi Zhang

IEEE Trans. Signal Process., 2013

Multi-Portfolio Optimization: A Potential Game Approach.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2013

Applying Classifiers in Indoor Location System.

[BibT_eX]

[DOI]

Gabriel Villarrubia

Juan Francisco de Paz

Javier Bajo

Carolina Zato

Proceedings of the Trends in Practical Applications of Agents and Multiagent Systems, 2013

Robust adaptive beamforming with imprecise steering vector and noise covariance matrix due to finite sample size.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2013

Performance analysis of minimum variance asset allocation with high frequency data.

[BibT_eX]

[DOI]

Jian Yu

Matthew R. McKay

Proceedings of the IEEE International Conference on Acoustics, 2013

2012

A CLT on the SNR of Diagonally Loaded MVDR Filters.

[BibT_eX]

[DOI]

Walid Hachem

IEEE Trans. Signal Process., 2012

Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk.

[BibT_eX]

[DOI]

IEEE J. Sel. Top. Signal Process., 2012

Optimal order execution for algorithmic trading: A CVaR approach.

[BibT_eX]

[DOI]

Yiyong Feng

Daniel Pérez Palomar

Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012

Improved estimation of the logarithm of the covariance matrix.

[BibT_eX]

[DOI]

Pascal Vallet

Proceedings of the IEEE 7th Sensor Array and Multichannel Signal Processing Workshop, 2012

Calibration of high-dimensional precision matrices under quadratic loss.

[BibT_eX]

[DOI]

Mengyi Zhang

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

2011

Performance analysis and optimal selection of large mean-variance portfolios under estimation risk

[BibT_eX]

[DOI]

CoRR, 2011

A CLT on the SINR of the diagonally loaded Capon/MVDR beamformer.

[BibT_eX]

[DOI]

Walid Hachem

Proceedings of the IEEE International Conference on Acoustics, 2011

Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios.

[BibT_eX]

[DOI]

Daniel Pérez Palomar

Proceedings of the 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2011

2010

BIAS corrections in linear MMSE estimation with large filters.

[BibT_eX]

[DOI]

Jordi Serra

Proceedings of the 18th European Signal Processing Conference, 2010

2009

Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2009

Consistent reduced-rank LMMSE estimation with a limited number of samples per observation dimension.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2009

Large system analysis of beamforming for MIMO systems with limited training.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Ultra Modern Telecommunications, 2009

2008

Generalized consistent estimation in arbitrarily high dimensional signal processing.

[BibT_eX]

[DOI]

PhD thesis, 2008

Generalized consistent robust Capon beamforming for arbitrarily large arrays.

[BibT_eX]

[DOI]

Proceedings of the 2008 16th European Signal Processing Conference, 2008

On optimal training and beamforming in uncorrelated MIMO systems with feedback.

[BibT_eX]

[DOI]

Proceedings of the 42nd Annual Conference on Information Sciences and Systems, 2008

2006

Orthogonal transmit beamforming scheme based on semidefinite optimisation.

[BibT_eX]

[DOI]

Eur. Trans. Telecommun., 2006

Analysis of Multi-Stage Receivers Under Finite Sample-Support.

[BibT_eX]

[DOI]

Proceedings of the 2006 IEEE International Conference on Acoustics Speech and Signal Processing, 2006

An Improved Subspace-Based Algorithm in the Small Sample Size Regime.

[BibT_eX]

[DOI]

Proceedings of the 2006 IEEE International Conference on Acoustics Speech and Signal Processing, 2006

On the Design of Practical Reduced-Rank DS-CDMA Receivers.

[BibT_eX]

[DOI]

Proceedings of the Global Telecommunications Conference, 2006. GLOBECOM '06, San Francisco, CA, USA, 27 November, 2006

2005

Asymptotic performance of code-reference spatial filters for multicode DS/CDMA.

[BibT_eX]

[DOI]