Optimization methods play a central role in financial modeling. This textbook is devoted to explaining how state-of-the-art optimization theory, algorithms, and software can be used to efficiently solve problems in computational finance. It discusses some classical mean-variance portfolio...

A new satellite communication system specificallydesigned for low-rate data applications has beendeveloped and prototyped. A validation project isproposed to install a pilot network to be operated for6 months. One of the target markets related tovolcanoes, has been selected, so that a group of...

We propose a new stochastic first-order algorithm for solving sparse regression problems. In each iteration, our algorithm utilizes a stochastic oracle of the subgradient of the objective function. Our algorithm is based on a stochastic version of the estimate sequence technique introduced by...