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.

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. In this volume, the authors extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal, and other data types.

Discusses different interpretations of proximal operators and algorithms, looks at their connections to many other topics in optimization and applied mathematics, surveys some popular algorithms, and provides a large number of examples of proximal operators that commonly arise in practice.

Presents a fully decentralized method for dynamic network energy management based on messages passing between devices. The book considers a network of devices, such as generators, fixed loads, deferrable loads, and storage devices, each with its own dynamic constraints and objective, connected by AC and DC lines.

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.