• 34 Citations
  • 1 h-Index
1988 …2019

Research output per year

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Research Output

Design of Eigenportfolios for US Equities Using Exponential Correlation Model

Akansu, A. N., Apr 16 2019, 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019. Institute of Electrical and Electronics Engineers Inc., 8692939. (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019).

New Jersey Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities

Akansu, A. N., Apr 16 2019, 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019. Institute of Electrical and Electronics Engineers Inc., 8693035. (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019).

New Jersey Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Link-level interpretation of eigenanalysis for network traffic flows

Akansu, A. N., May 10 2017, 2017 51st Annual Conference on Information Sciences and Systems, CISS 2017. Institute of Electrical and Electronics Engineers Inc., 7926117. (2017 51st Annual Conference on Information Sciences and Systems, CISS 2017).

New Jersey Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Explicit Kernel and Sparsity of Eigen Subspace for the AR(1) Process

Akansu, A. N., Apr 29 2016, Financial Signal Processing and Machine Learning. Wiley-IEEE Press, p. 67-99 33 p.

New Jersey Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingChapter