The attributes of our two-dimensional ej2πfo t complex exponential are best illustrated with a three dimensional time-domain plot as in Figure 5. Notice how the ej2πfo t signal spirals so beautifully ...

We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...

An innovations state space modeling framework is introduced for forecasting complex seasonal time series such as those with multiple seasonal periods, high-frequency seasonality, non-integer ...