Casey Murphy has fanned his passion for finance through years of writing about active trading, technical analysis, market commentary, exchange-traded funds (ETFs), commodities, futures, options, and ...

Abstract: We consider the problem of online sparse linear approximation, where a learner sequentially predicts the best sparse linear approximations of an as yet unobserved sequence of measurements in ...

First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...

Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.

Abstract: The successive convex approximation (SCA) methods stand out as the viable option for nonlinear optimization-based control, as it effectively addresses the challenges posed by nonlinear ...