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Publications
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CVaR hedging using quantization based stochastic approximation algorithm,
, 2010.
Abstract
Download: CVaR_hedging.pdf (369.08 KB)
Convergence of multi-dimensional quantized SDE's,
, 2010.
Abstract
Download: Pages_Sellami_Quantized_SDE.pdf (356.05 KB)
Convergence of distributed asynchronous learning vector quantization algorithms,
, 2010.
Abstract
Download: AsyncStochGradient.pdf (498.47 KB)
"A constructive sharp approach to functional quantization of stochastic processes",
Journal of Applied Mathematics, vol. 2010, 2010.
Abstract
Download: Constructive functional quantization.pdf (1.03 MB)
"Construction of optimal quantizers for Gaussian measures on Banach spaces",
Mathematik: Universität Trier, 2008.
Abstract
"Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches",
Journal of Statistical Computation and Simulation, vol. 78, issue 2, pp. 93-113, 2008.
Abstract
"The coding complexity of diffusion processes under Lp[0, 1]-norm distortion",
Stochastic Processes and their Applications, vol. 118, issue 6, pp. 938-951, June, 2008.
Abstract