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IEEE Signal Processing Magazine

Issue 5 • Date Sept. 2011

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Displaying Results 1 - 25 of 29
  • [Front cover]

    Publication Year: 2011, Page(s): C1
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  • Table of contents

    Publication Year: 2011, Page(s): 1
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  • New Honor, New Initiatives, and New Impact to Come [From the Editor]

    Publication Year: 2011, Page(s):2 - 4
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  • Editorial Board

    Publication Year: 2011, Page(s): 2
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  • SPS Publications Excel [President's Message]

    Publication Year: 2011, Page(s): 6
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  • Signal Processing: The Driving Force Behind Smarter, Safer, and More Connected Vehicles [Special Reports]

    Publication Year: 2011, Page(s):8 - 13
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (867 KB) | HTML iconHTML

    Academic and corporate research projects being conducted worldwide are all reaching toward a common goal: creating vehicles that are safer, easier to drive, and more convenient to use. With the help of signal processing and related technologies and methodologies, the various projects are developing systems that can detect and/or prevent dangerous situations, automate various types of driving funct... View full abstract»

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  • Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors]

    Publication Year: 2011, Page(s):14 - 15
    Cited by:  Papers (1)
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  • Statistical Modeling of High-Frequency Financial Data

    Publication Year: 2011, Page(s):16 - 25
    Cited by:  Papers (20)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (2272 KB) | HTML iconHTML

    The availability of high-frequency data on transactions, quotes, and order flow in electronic order-driven markets has revolutionized data processing and statistical modeling techniques in finance and brought up new theoretical and computational challenges. Market dynamics at the transaction level cannot be characterized solely in terms the dynamics of a single price, and one must also take into a... View full abstract»

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  • The Science Behind Risk Management

    Publication Year: 2011, Page(s):26 - 36
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (894 KB) | HTML iconHTML

    Risk management (RM) has a long and storied history in both engineering and finance. As far back as 1800 BC, inscribed in the Code of Hammurabi in ancient Babylon, there is evidence that insurance premiums were paid by farmers to cover the risk of a crop failure. This was essentially an insurance policy, or a way to manage risk, which became a growth industry in Europe during the 1600s with the ad... View full abstract»

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  • Multifactor Models

    Publication Year: 2011, Page(s):37 - 48
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (837 KB) | HTML iconHTML

    This article surveys the existing literature on the most widely used factor models employed in the realm of a financial asset pricing field. Through the concrete application of evaluating risks in the hedge fund industry, this article demonstrates that signal processing techniques are an interesting alternative to the selection of factors and can provide more efficient estimation procedures than c... View full abstract»

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  • A Subspace Approach to Portfolio Analysis

    Publication Year: 2011, Page(s):49 - 60
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (2023 KB) | HTML iconHTML

    In this article, we highlight the subspace approach to portfolio analysis. We focus on equities and show that the subspace approach leads to the decomposition of a portfolio in terms of the range space and the orthogonal subspace of systematic risk factors. The subspace decomposi tion helps us to decompose the performance of a portfolio in terms of a modified information coefficient, the portfolio... View full abstract»

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  • Portfolio Risk in Multiple Frequencies

    Publication Year: 2011, Page(s):61 - 71
    Cited by:  Papers (23)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1048 KB) | HTML iconHTML

    Portfolio risk, introduced by Markowitz in 1952 and defined as the standard deviation of the portfolio return, is an important metric in the modern portfolio theory (MPT). A popular method for portfolio selection is to manage the risk and return of a portfolio according to the cross-correlations of returns for various financial assets. In a real-world scenario, estimated empirical financial correl... View full abstract»

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  • Time-Series Models of Dynamic Volatility and Correlation

    Publication Year: 2011, Page(s):72 - 82
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1669 KB) | HTML iconHTML

    Economic and financial time series typically exhibit time-varying conditional (given the past) standard deviations and correlations. The conditional standard deviation is also called the volatility. Higher volatilities increase the risk of assets and higher conditional correlations cause an increased risk in portfolios. Therefore, models of time-varying volatilities and correlations are essential ... View full abstract»

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  • Business Analytics Based on Financial Time Series

    Publication Year: 2011, Page(s):83 - 93
    Cited by:  Papers (7)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (1585 KB) | HTML iconHTML

    Baniya merchants of the Mughal Empire, burgher merchants of the Swedish Empire, and chonin merchants of the Tokugawa Shogunate had the same questions on their mind as business people do today. To which townspeople should I sell my wares? Of folks that buy from me, are there any that might stop buying from me? Which groups buy which goods? Which saris should I show Ranna Devi to make as much money ... View full abstract»

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  • Aesthetics and Emotions in Images

    Publication Year: 2011, Page(s):94 - 115
    Cited by:  Papers (53)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (3585 KB) | HTML iconHTML

    In this tutorial, we define and discuss key aspects of the problem of computational inference of aesthetics and emotion from images. We begin with a background discussion on philosophy, photography, paintings, visual arts, and psychology. This is followed by introduction of a set of key computational problems that the research community has been striving to solve and the computational framework re... View full abstract»

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  • Financial Applications of Nonextensive Entropy [Applications Corner]

    Publication Year: 2011, Page(s):116 - 141
    Cited by:  Papers (11)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (265 KB) | HTML iconHTML

    Many traditional signal processing techniques in finance have limited ability to explain trading processes and distributional properties of the actual market prices. This is typically manifested in model misspecification and pricing and forecasting inaccuracy. For instance, the assumption that log stock returns are normally distributed is widely used in modern mathematical finance. View full abstract»

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  • Incorporating Financial Applications in Signal Processing Curricula

    Publication Year: 2011, Page(s):122 - 125
    Cited by:  Papers (4)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (68 KB) | HTML iconHTML

    Modern signal processing heavily relies on probability and statistics. Naturally, these subjects are emphasized in the signal processing curricula at both the undergraduate and graduate levels. Historically, however, both probability and statistics were developed to solve various applied problems arising in economics and finance. View full abstract»

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  • Speech Recognition, Machine Translation, and Speech Translation—A Unified Discriminative Learning Paradigm [Lecture Notes]

    Publication Year: 2011, Page(s):126 - 133
    Cited by:  Papers (11)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (936 KB) | HTML iconHTML

    In the past two decades, significant progress has been made in automatic speech recognition (ASR) [2], [9] and statistical machine translation (MT) [12]. Despite some conspicuous differences, many problems in ASR and MT are closely related and techniques in the two fields can be successfully cross-pollinated. In this lecture note, we elaborate on the fundamental connections between ASR and MT, and... View full abstract»

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  • A Simple Algorithm for Fitting a Gaussian Function [DSP Tips and Tricks]

    Publication Year: 2011, Page(s):134 - 137
    Cited by:  Papers (25)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (189 KB) | HTML iconHTML

    Gaussian functions are suitable for describing many processes in mathematics, science, and engineering, making them very useful in the fields of signal and image processing. For example, the random noise in a signal, induced by complicated physical factors, can be simply modeled with the Gaussian distribution according to the central limit theorem from the probability theory. View full abstract»

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  • TechWare: Financial Data and Analytic Resources [Best of the Web]

    Publication Year: 2011, Page(s):138 - 141
    Cited by:  Papers (1)
    Request permission for commercial reuse | Click to expandAbstract | PDF file iconPDF (171 KB) | HTML iconHTML

    In this issue, “Best of the Web” focuses on data resources and analytic tools for quantitative analysis of financial markets. An abundance of financial data is reshaping trading, investment research, and risk management. The broad availability of this information creates opportunities to introduce analysis techniques that are new to the financial industry. The financial industry is c... View full abstract»

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  • Steganography in Digital Media: Principles, Algorithms, and Applications (Fridrich, J. 2010) [Book Reviews]

    Publication Year: 2011, Page(s):142 - 144
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  • Sparse Image and Signal Processing: Wavelets, Curvelets, Morphological Diversity (Starck, J.-L., et al; 2010) [Book Reviews]

    Publication Year: 2011, Page(s):144 - 146
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  • Statistics and Data Analysis for Financial Engineering (Ruppert, D.; 2011) [Book Reviews]

    Publication Year: 2011, Page(s):146 - 147
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  • [Dates Ahead]

    Publication Year: 2011, Page(s): 148
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  • “Trends” Expert Overview Sessions Revived at ICASSP 2011 [In the Spotlight]

    Publication Year: 2011, Page(s): 160
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Aims & Scope

IEEE Signal Processing Magazine publishes tutorial-style articles on signal processing research and applications, as well as columns and forums on issues of interest. Its coverage ranges from fundamental principles to practical implementation, reflecting the multidimensional facets of interests and concerns of the community. Its mission is to bring up-to-date, emerging and active technical developments, issues, and events to the research, educational, and professional communities. It is also the main Society communication platform addressing important issues concerning all members.

Full Aims & Scope

Meet Our Editors

Editor-in-Chief
Min Wu
University of Maryland, College Park
United States 

http://www/ece.umd.edu/~minwu/