Technical Program

Paper Detail

Paper:FIN-O.1.4
Session:Signal and Information Processing for Finance and Business
Location:Verdun
Session Time:Thursday, November 16, 11:00 - 12:30
Presentation Time:Thursday, November 16, 11:54 - 12:12
Presentation:Oral
Symposium:Symposium on Signal and Information Processing for Finance and Business
Paper Title: ROBUST ESTIMATION OF MEAN AND COVARIANCE MATRIX FOR INCOMPLETE DATA IN FINANCIAL APPLICATIONS
Authors: Junyan Liu; Hong Kong University of Science and Technology 
 Daniel P. Palomar; Hong Kong University of Science and Technology