Jonathan Tuck
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View article: Portfolio Construction Using Stratified Models
Portfolio Construction Using Stratified Models Open
In this paper we develop models of asset return mean and covariance that depend on some observable market conditions, and use these to construct a trading policy that depends on these conditions, and the current portfolio holdings. After d…
View article: Replanting agricultural landscapes: how well do plants survive after habitat restoration?
Replanting agricultural landscapes: how well do plants survive after habitat restoration? Open
Landscape‐scale habitat restoration has the potential to return ecosystem functions and services and mitigate the loss of native flora and fauna. However, restoration projects rarely monitor the effectiveness of restoration efforts, such a…
View article: Extracting the properties of Earth and atmospheric tidal harmonics from groundwater level records: a least-squares approach
Extracting the properties of Earth and atmospheric tidal harmonics from groundwater level records: a least-squares approach Open
<p>Groundwater resources are under increasing threat from human activity and climate change, making sustainable management critical. However, appropriate management generally requires extensive knowledge of the properties and charact…
View article: Erratum to “Polyphase Waveform Design for MIMO Radar Space Time Adaptive Processing” [Mar 20 2143-2154]
Erratum to “Polyphase Waveform Design for MIMO Radar Space Time Adaptive Processing” [Mar 20 2143-2154] Open
We consider the design of polyphase waveforms for ground moving target\ndetection with airborne multiple-input-multiple-output (MIMO) radar. Due to the\nconstant-modulus and finite-alphabet constraint on the waveforms, the\nassociated desi…
View article: A Distributed Method for Fitting Laplacian Regularized Stratified Models
A Distributed Method for Fitting Laplacian Regularized Stratified Models Open
Stratified models are models that depend in an arbitrary way on a set of selected categorical features, and depend linearly on the other features. In a basic and traditional formulation a separate model is fit for each value of the categor…
View article: Distributed majorization-minimization for Laplacian regularized problems
Distributed majorization-minimization for Laplacian regularized problems Open
We consider the problem of minimizing a block separable convex function (possibly nondifferentiable, and including constraints) plus Laplacian regularization, a problem that arises in applications including model fitting, regularizing stra…