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Lionel Coulot

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Related publications (2)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Portfolio construction under information asymmetry

We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel ...

EPFL2013

Sparse Sampling of Signal Innovations

Martin Vetterli, Pina Marziliano, Thierry Blu, Lionel Coulot, Pier Luigi Dragotti

Sparse sampling of continuous-time sparse signals is addressed. In particular, it is shown that sampling at the rate of innovation is possible, in some sense applying Occam's razor to the sampling of sparse signals. The noisy case is analyzed and solved, p ...

Institute of Electrical and Electronics Engineers2008