Bøker av Stephen Boyd

Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework.

Examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maximize the total expected revenue from the portfolio, while respecting constraints on the portfolio like a required terminal portfolio and leverage and risk limits.

Argues that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas.

This edited volume of fourteen specially commissioned essays written from a variety of critical perspectives by leading Cervantine scholars seeks to provide an overview of Cervantes's Novelas ejemplares which will be of interest to a broad academic readership.

The corpus of literary works shaped by the Renaissance and the Baroque that appeared in Spain during the sixteenth and seventeenth centuries had a transforming effect on writing throughout Europe and left a rich legacy that scholars continue to explore.

A Defferent Exonomy & Work by Stephen Boyd et al. Open Scotland, book 8.