The technology we use, and even rely on, in our everyday lives –computers, radios, video, cell phones – is enabled by signal processing. Learn More »
1. IEEE Signal Processing Magazine
2. Signal Processing Digital Library*
3. Inside Signal Processing Newsletter
4. SPS Resource Center
5. Career advancement & recognition
6. Discounts on conferences and publications
7. Professional networking
8. Communities for students, young professionals, and women
9. Volunteer opportunities
10. Coming soon! PDH/CEU credits
Click here to learn more.
News and Resources for Members of the IEEE Signal Processing Society
Financial Signal Processing and Machine Learning, A.N. Akansu, S.R. Kulkarni and D.M. Malioutov, Eds. Wiley-IEEE Press, 2016.
Description: The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and Machine Learning unifies a number of recent advances made in signal processing and machine learning for the design and management of investment portfolios and financial engineering. This book bridges the gap between these disciplines, offering the latest information on key topics including characterizing statistical dependence and correlation in high dimensions, constructing effective and robust risk measures, and their use in portfolio optimization and rebalancing. The book focuses on signal processing approaches to model return, momentum, and mean reversion, addressing theoretical and implementation aspects. It highlights the connections between portfolio theory, sparse learning and compressed sensing, sparse eigen-portfolios, robust optimization, non-Gaussian data-driven risk measures, graphical models, causal analysis through temporal-causal modeling, and large-scale copula-based approaches.
|Call for Nominations: IEEE Medals & Recognitions||15 June 2023|
|Call for Nominations: Fellow Evaluation Committee - Chair and Vice Chair Positions||13 July 2023|
|Nominate a Colleague! Nominations Open for 2023 SPS Awards||1 September 2023|
|Call for Nominations: SPS Chapter of the Year Award||15 October 2023|
© Copyright 2023 IEEE – All rights reserved. Use of this website signifies your agreement to the IEEE Terms and Conditions.
A not-for-profit organization, IEEE is the world's largest technical professional organization dedicated to advancing technology for the benefit of humanity.