Tracking hedge funds returns using sparse clones.
Margherita GiuzioKay Eichhorn-SchottSandra PaterliniVincent WeberPublished in: Ann. Oper. Res. (2018)
Keyphrases
- real time
- data sets
- robust tracking
- particle filtering
- high dimensional
- appearance model
- real time face tracking
- motion analysis
- object tracking
- particle filter
- source code
- three dimensional
- case study
- neural network
- software systems
- dense optical flow
- challenging sequences
- real time tracking
- deformable objects
- compressive sensing
- sparse data
- moving target
- video surveillance
- maximum entropy
- dimensionality reduction
- kalman filter