Francisco Rubio

29 papers B 1Misc 5Journal 11Unranked 11
YearRankTypeTitle / Venue / Authors
2015 J jnl
Robust Optimization of Order Execution.
IEEE Trans. Signal Process.
Yiyong Feng, Daniel Pérez Palomar, Francisco Rubio
2013 — conf
Applying Classifiers in Indoor Location System.
PAAMS (Special Sessions)
Gabriel Villarrubia, Francisco Rubio, Juan Francisco de Paz, Javier Bajo, Carolina Zato
2013 J jnl
Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems.
IEEE Trans. Signal Process.
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar, Xavier Mestre
2013 J jnl
Improved Calibration of High-Dimensional Precision Matrices.
IEEE Trans. Signal Process.
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar
2013 J jnl
Multi-Portfolio Optimization: A Potential Game Approach.
IEEE Trans. Signal Process.
Yang Yang, Francisco Rubio, Gesualdo Scutari, Daniel P. Palomar
2013 Misc conf
Performance analysis of minimum variance asset allocation with high frequency data.
ICASSP
Jian Yu, Francisco Rubio, Matthew R. McKay
2013 Misc conf
Robust adaptive beamforming with imprecise steering vector and noise covariance matrix due to finite sample size.
ICASSP
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar, Xavier Mestre
2012 J jnl
A CLT on the SNR of Diagonally Loaded MVDR Filters
CoRR
Francisco Rubio, Xavier Mestre, Walid Hachem
2012 J jnl
A CLT on the SNR of Diagonally Loaded MVDR Filters.
IEEE Trans. Signal Process.
Francisco Rubio, Xavier Mestre, Walid Hachem
2012 Misc conf
Calibration of high-dimensional precision matrices under quadratic loss.
ICASSP
Mengyi Zhang, Francisco Rubio, Daniel P. Palomar
2012 — conf
Improved estimation of the logarithm of the covariance matrix.
SAM
Xavier Mestre, Francisco Rubio, Pascal Vallet
2012 — conf
Optimal order execution for algorithmic trading: A CVaR approach.
SPAWC
Yiyong Feng, Francisco Rubio, Daniel Pérez Palomar
2012 J jnl
Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk.
IEEE J. Sel. Top. Signal Process.
Francisco Rubio, Xavier Mestre, Daniel P. Palomar
2011 Misc conf
A CLT on the SINR of the diagonally loaded Capon/MVDR beamformer.
ICASSP
Francisco Rubio, Xavier Mestre, Walid Hachem
2011 — conf
Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios.
CAMSAP
Francisco Rubio, Xavier Mestre, Daniel Pérez Palomar
2011 — conf
Multi-portfolio Optimization: A Potential Game Approach.
GAMENETS
Yang Yang, Francisco Rubio, Gesualdo Scutari, Daniel Pérez Palomar
2011 J jnl
Performance analysis and optimal selection of large mean-variance portfolios under estimation risk
CoRR
Francisco Rubio, Xavier Mestre, Daniel P. Palomar
2010 — conf
BIAS corrections in linear MMSE estimation with large filters.
EUSIPCO
Jordi Serra, Francisco Rubio
2009 J jnl
Consistent reduced-rank LMMSE estimation with a limited number of samples per observation dimension.
IEEE Trans. Signal Process.
Francisco Rubio, Xavier Mestre
2009 J jnl
Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension.
IEEE Trans. Signal Process.
Francisco Rubio, Xavier Mestre
2009 — conf
Large system analysis of beamforming for MIMO systems with limited training.
ICUMT
Francisco Rubio, Dongning Guo, Michael L. Honig, Xavier Mestre
2008 — —
Generalized consistent estimation in arbitrarily high dimensional signal processing.
Francisco Rubio
2008 — conf
Generalized consistent robust Capon beamforming for arbitrarily large arrays.
EUSIPCO
Francisco Rubio, Xavier Mestre
2008 Misc conf
On optimal training and beamforming in uncorrelated MIMO systems with feedback.
CISS
Francisco Rubio, Dongning Guo, Michael L. Honig, Xavier Mestre
2006 — conf
An Improved Subspace-Based Algorithm in the Small Sample Size Regime.
ICASSP (4)
Xavier Mestre, Francisco Rubio
2006 — conf
Analysis of Multi-Stage Receivers Under Finite Sample-Support.
ICASSP (4)
Francisco Rubio, Xavier Mestre
2006 B conf
On the Design of Practical Reduced-Rank DS-CDMA Receivers.
GLOBECOM
Francisco Rubio, Xavier Mestre
2006 J jnl
Orthogonal transmit beamforming scheme based on semidefinite optimisation.
Eur. Trans. Telecommun.
Hongji Xu, Ju Liu, Francisco Rubio, Ana I. Pérez-Neira
2005 — conf
Asymptotic performance of code-reference spatial filters for multicode DS/CDMA.
ICASSP (5)
Francisco Rubio, Xavier Mestre