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Over the past two decades there have been significant advances in the field of optimization. In particular, convex optimization has emerged as a powerful signal processing tool, and the variety of applications continues to grow rapidly. This book, written by a team of leading experts, sets out the theoretical underpinnings of the subject and provides tutorials on a wide range of convex optimization applications. Emphasis throughout is on cutting-edge research and on formulating problems in convex form, making this an ideal textbook for advanced graduate courses and a useful self-study guide....

Multiple-input multiple-output (MIMO) channels provide an abstract and unified representation of different physical communication systems, ranging from multi-antenna wireless channels to wireless digital subscriber line (DSL) systems. They have the key property that several data streams can be simultaneously established. MIMO Transceiver Design via Majorization Theory presents an up-to-date unified mathematical framework for the design of point-to-point MIMO transceivers with channel state information (CSI) at both sides of the link according to an arbitrary cost function as a measure of the...

Despite the different nature of financial engineering and electrical engineering, both areas are intimately connected on a mathematical level. The foundations of financial engineering lie on the statistical analysis of numerical time series and the modeling of the behavior of the financial markets in order to perform predictions and systematically optimize investment strategies. Similarly, the foundations of electrical engineering, for instance, wireless communication systems, lie on statistical signal processing and the modeling of communication channels in order to perform predictions and...

An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalancing of weights, the changes in the index composition, the transaction costs, etc.