We performed phylogenetic analysis of high-grade serous ovarian cancers (68 samples from
seven patients), identifying constituent clones and quantifying their relative abundances at …

Algorithm implementation efficiency is key to delivering high-performance computing
capabilities to demanding, high throughput DoD signal and image processing applications and …

Recent studies have documented that market impact decays slowly through time. We study
the impact of such slow decay on trading strategies' capacity. To do so, we propose a …

Decision-directed learning (DDL) is an iterative discrete approach to finding a feasible
solution for large-scale combinatorial optimization problems. DDL is capable of efficiently …

This dissertation consists of three independent essays that examine key aspects of quantitative
asset management: alpha, crowding risk, trading costs and the related topic of capacity.…

We study conceptually the relationship between crowding and liquidity shocks. We show
that crowding is associated with an exposure to broader liquidity shocks on arbitrageurs. We …

Currency shocks affect future corporate earnings: companies exporting in countries with an
appreciating currency see their earnings increase. Using company-level data on geographic …

Algorithm implementation efficiency is key to delivering high-performance computing
capabilities to demanding, high throughput signal and image processing applications and …

Many new computer architecture designs consist of multiple tiles. We define kernel benchmarks
and metrics to be used to evaluate tiled architectures for DoD applications, and examine …

This paper presents a novel iterative algorithm for demodulation and turbo decoding. Using
this algorithm, short coded messages, which can be independently processed on a …