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My ICASSP 2020 Schedule

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Paper Detail

Paper IDTU1.I.4
Paper Title ROBUST COVARIANCE MATRIX ESTIMATION AND PORTFOLIO ALLOCATION: THE CASE OF NON-HOMOGENEOUS ASSETS
Authors Emmanuelle Jay, Quanted & Fideas Capital, France; Thibault Soler, Fideas Capital & Université Paris 1 Panthéon Sorbonne, France; Jean-Philippe Ovarlez, DEMR/ONERA, France; Philippe De Peretti, Christophe Chorro, Centre d'Economie de la Sorbonne, France
SessionTU1.I: Signal Processing Methods for Finance Applications
LocationOn-Demand
Session Time:Tuesday, 05 May, 11:30 - 13:30
Presentation Time:Tuesday, 05 May, 12:30 - 12:50
Presentation Lecture
Topic Special Sessions: Signal Processing Methods for Finance Applications
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