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...
Despite the different nature of financial engineering and electrical engineering, both areas are intimately connected on a mathematical level. The fou...
Konstantinos Benidis Yiyong Feng Daniel P. Palomar
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.
An in-depth overview of the index tracking problem analyzing all the caveats and practical issues an investor might have, such as the frequent rebalan...
