Francisco Rubio

Publication Activity (10 Years)

Years Active: 2005-2015
Publications (10 Years): 1

Top Topics

Minimum Variance

Uniform Convergence

Robust Optimization

Steerable Filters

Top Venues

IEEE Trans. Signal Process.

IEEE J. Sel. Top. Signal Process.

Publications

Yiyong Feng, Daniel Pérez Palomar, Francisco Rubio
Robust Optimization of Order Execution. IEEE Trans. Signal Process. 63 (4) (2015)
Yang Yang, Francisco Rubio, Gesualdo Scutari, Daniel P. Palomar
Multi-Portfolio Optimization: A Potential Game Approach. IEEE Trans. Signal Process. 61 (22) (2013)
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar, Xavier Mestre
Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems. IEEE Trans. Signal Process. 61 (20) (2013)
Gabriel Villarrubia, Francisco Rubio, Juan Francisco de Paz, Javier Bajo, Carolina Zato
Applying Classifiers in Indoor Location System. PAAMS (Special Sessions) (2013)
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar
Improved Calibration of High-Dimensional Precision Matrices. IEEE Trans. Signal Process. 61 (6) (2013)
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar, Xavier Mestre
Robust adaptive beamforming with imprecise steering vector and noise covariance matrix due to finite sample size. ICASSP (2013)
Jian Yu, Francisco Rubio, Matthew R. McKay
Performance analysis of minimum variance asset allocation with high frequency data. ICASSP (2013)
Francisco Rubio, Xavier Mestre, Daniel P. Palomar
Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk. IEEE J. Sel. Top. Signal Process. 6 (4) (2012)
Xavier Mestre, Francisco Rubio, Pascal Vallet
Improved estimation of the logarithm of the covariance matrix. SAM (2012)
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar
Calibration of high-dimensional precision matrices under quadratic loss. ICASSP (2012)
Yiyong Feng, Francisco Rubio, Daniel Pérez Palomar
Optimal order execution for algorithmic trading: A CVaR approach. SPAWC (2012)
Francisco Rubio, Xavier Mestre, Walid Hachem
A CLT on the SNR of Diagonally Loaded MVDR Filters CoRR (2012)
Francisco Rubio, Xavier Mestre, Walid Hachem
A CLT on the SNR of Diagonally Loaded MVDR Filters. IEEE Trans. Signal Process. 60 (8) (2012)
Francisco Rubio, Xavier Mestre, Daniel P. Palomar
Performance analysis and optimal selection of large mean-variance portfolios under estimation risk CoRR (2011)
Francisco Rubio, Xavier Mestre, Daniel Pérez Palomar
Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios. CAMSAP (2011)
Yang Yang, Francisco Rubio, Gesualdo Scutari, Daniel Pérez Palomar
Multi-portfolio Optimization: A Potential Game Approach. GAMENETS (2011)
Francisco Rubio, Xavier Mestre, Walid Hachem
A CLT on the SINR of the diagonally loaded Capon/MVDR beamformer. ICASSP (2011)
Jordi Serra, Francisco Rubio
BIAS corrections in linear MMSE estimation with large filters. EUSIPCO (2010)
Francisco Rubio, Xavier Mestre
Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension. IEEE Trans. Signal Process. 57 (10) (2009)
Francisco Rubio, Dongning Guo, Michael L. Honig, Xavier Mestre
Large system analysis of beamforming for MIMO systems with limited training. ICUMT (2009)
Francisco Rubio, Xavier Mestre
Consistent reduced-rank LMMSE estimation with a limited number of samples per observation dimension. IEEE Trans. Signal Process. 57 (8) (2009)
Francisco Rubio, Xavier Mestre
Generalized consistent robust Capon beamforming for arbitrarily large arrays. EUSIPCO (2008)
Francisco Rubio, Dongning Guo, Michael L. Honig, Xavier Mestre
On optimal training and beamforming in uncorrelated MIMO systems with feedback. CISS (2008)
Francisco Rubio, Xavier Mestre
Analysis of Multi-Stage Receivers Under Finite Sample-Support. ICASSP (4) (2006)
Francisco Rubio, Xavier Mestre
On the Design of Practical Reduced-Rank DS-CDMA Receivers. GLOBECOM (2006)
Hongji Xu, Ju Liu, Francisco Rubio, Ana I. Pérez-Neira
Orthogonal transmit beamforming scheme based on semidefinite optimisation. Eur. Trans. Telecommun. 17 (2) (2006)
Xavier Mestre, Francisco Rubio
An Improved Subspace-Based Algorithm in the Small Sample Size Regime. ICASSP (4) (2006)
Francisco Rubio, Xavier Mestre
Asymptotic performance of code-reference spatial filters for multicode DS/CDMA. ICASSP (5) (2005)