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Convex Optimization in Sinusoidal Modeling for Audio Signal Processing

Convex Optimization in Sinusoidal Modeling for Audio Signal Processing. Michelle Daniels PhD Student, University of California, San Diego. Outline. Introduction to sinusoidal modeling Existing approach Proposed optimization post-processing Testing and results Conclusions Future work.

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Motivation:

Motivation: Lognormal model of asset prices assumes continuously compounded rates of return obey a Gaussian distribution. Widely used in industry (Black-Scholes, etc) BUT empirical evidence shows rates of return have fatter tails than suggested by the model.

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