The emergence of algorithmic trading as a viable and often preferred execution mechanism
has created a need for new suites of trading analytics to assist investors to compare, …

In this paper we provide both a decision framework to estimate transaction costs and develop
optimal trading strategies to achieve best execution. The methodology is based on an …

With the advent of algorithmic trading it is essential that investors become more proactive in
the decision making process to ensure selection of the most appropriate algorithm. Investors …

This paper addresses the ill‐convergence of blind adaptive decision feedback equalizers
using the decision‐directed algorithm under a zero initialization. In particular, the paper …

… Malamut, Roberto … 責任表示 Robert Kissell and Morton Glantz ; with special
contribution by Roberto Malamut ; foreword by Neil Chriss …

We introduce a framework to ensure consistency between the investment and trading
decisions. We provide a methodology to determine the single “best execution” trading strategy …

In the present work, the problem of estimation of non-homogeneous, multidimensional,
degenerate diffusions from discrete observations is analyzed. The main practical motivation here …

The constant modulus algorithm (CMA) is a simple and effective blind equalization algorithm
that is generally implemented on feedforward linear adaptive equalizers. In this paper, we …

… Bruce Turnbull for their assistance, and Roberto Malamut and Refik Güllü for some insightful
conversations. I am grateful to my colleagues at the Departments of Mathematics of IST, …

The thesis consists of two in lependent parts. In the first part, we use the presentation functor
to construct a stratification for the compactified Picard scheme of a family of geometrically …