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.
10 years of news and resources for members of the IEEE Signal Processing Society
A.N. Akansu, S.R. Kulkarni and D.M. Malioutov, Eds., Financial Signal Processing and Machine Learning
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.
- Highlights signal processing and machine learning as key approaches to quantitative finance.
- Offers advanced mathematical tools for high-dimensional portfolio construction, monitoring, and post-trade analysis problems.
- Presents portfolio theory, sparse learning and compressed sensing, sparsity methods for investment portfolios. including eigen-portfolios, model return, momentum, mean reversion and non-Gaussian data-driven risk measures with real-world applications of these techniques.
- Includes contributions from leading researchers and practitioners in both the signal and information processing communities, and the quantitative finance community.
|Call for Nominations for Editor-in-Chief||5 April 2021|
|Call for Nominations: Chief Editor, SigPort and Chief Editor, Resource Center||5 April 2021|
|Call for Nominations: Board of Governors Members-at-Large and Regional Directors-at-Large||7 April 2021|
|Extended Deadline - 23 April: Call for Nominations for Editors-in-Chief||23 April 2021|
|Call for Nominations: Distinguished Industry Speakers and Distinguished Lecturers||31 May 2021|
|Call for Nominations: Director-Student Services, Director-Membership Development, and Seasonal Schools Subcommittee Chair||4 June 2021|
© Copyright 2021 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.