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Francisco Rubio 0001

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affiliation: Hong Kong University of Science and Technology, Hong Kong
affiliation: Centre Tecnològic de Telecomunicacions de Catalunya, Barcelona, Spain

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2010 – 2019

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2015
[j9]
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Yiyong Feng, Daniel Pérez Palomar, Francisco Rubio:
Robust Optimization of Order Execution. IEEE Trans. Signal Process. 63(4): 907-920 (2015)
2013
[j8]
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Mengyi Zhang, Francisco Rubio, Daniel P. Palomar:
Improved Calibration of High-Dimensional Precision Matrices. IEEE Trans. Signal Process. 61(6): 1509-1519 (2013)
[j7]
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Mengyi Zhang, Francisco Rubio, Daniel P. Palomar, Xavier Mestre:
Finite-Sample Linear Filter Optimization in Wireless Communications and Financial Systems. IEEE Trans. Signal Process. 61(20): 5014-5025 (2013)
[j6]
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Yang Yang, Francisco Rubio, Gesualdo Scutari, Daniel P. Palomar:
Multi-Portfolio Optimization: A Potential Game Approach. IEEE Trans. Signal Process. 61(22): 5590-5602 (2013)
[c17]
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Mengyi Zhang, Francisco Rubio, Daniel P. Palomar, Xavier Mestre:
Robust adaptive beamforming with imprecise steering vector and noise covariance matrix due to finite sample size. ICASSP 2013: 3786-3790
[c16]
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  - conf/icassp/YuRM13
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Jian Yu, Francisco Rubio, Matthew R. McKay:
Performance analysis of minimum variance asset allocation with high frequency data. ICASSP 2013: 6496-6500
[c15]
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  - conf/paams/VillarubiaRPBZ13
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Gabriel Villarrubia, Francisco Rubio, Juan Francisco de Paz, Javier Bajo, Carolina Zato:
Applying Classifiers in Indoor Location System. PAAMS (Special Sessions) 2013: 53-58
2012
[j5]
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  - journals/jstsp/RubioMP12
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Francisco Rubio, Xavier Mestre, Daniel P. Palomar:
Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk. IEEE J. Sel. Top. Signal Process. 6(4): 337-350 (2012)
[j4]
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Francisco Rubio, Xavier Mestre, Walid Hachem:
A CLT on the SNR of Diagonally Loaded MVDR Filters. IEEE Trans. Signal Process. 60(8): 4178-4195 (2012)
[c14]
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Mengyi Zhang, Francisco Rubio, Daniel P. Palomar:
Calibration of high-dimensional precision matrices under quadratic loss. ICASSP 2012: 3365-3368
[c13]
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  - conf/ieeesam/MestreRV12
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Xavier Mestre, Francisco Rubio, Pascal Vallet:
Improved estimation of the logarithm of the covariance matrix. SAM 2012: 377-380
[c12]
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Yiyong Feng, Francisco Rubio, Daniel Pérez Palomar:
Optimal order execution for algorithmic trading: A CVaR approach. SPAWC 2012: 480-484
[i2]
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  - journals/corr/abs-1207-6313
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Francisco Rubio, Xavier Mestre, Walid Hachem:
A CLT on the SNR of Diagonally Loaded MVDR Filters. CoRR abs/1207.6313 (2012)
2011
[c11]
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Francisco Rubio, Xavier Mestre, Daniel Pérez Palomar:
Asymptotic analysis and consistent estimation of high-dimensional Markowitz portfolios. CAMSAP 2011: 25-28
[c10]
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  - conf/gamenets/YangRSP11
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Yang Yang, Francisco Rubio, Gesualdo Scutari, Daniel Pérez Palomar:
Multi-portfolio Optimization: A Potential Game Approach. GAMENETS 2011: 182-189
[c9]
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Francisco Rubio, Xavier Mestre, Walid Hachem:
A CLT on the SINR of the diagonally loaded Capon/MVDR beamformer. ICASSP 2011: 2644-2647
[i1]
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  - journals/corr/abs-1110-3460
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Francisco Rubio, Xavier Mestre, Daniel P. Palomar:
Performance analysis and optimal selection of large mean-variance portfolios under estimation risk. CoRR abs/1110.3460 (2011)
2010
[c8]
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  - conf/eusipco/SerraR10
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Jordi Serra, Francisco Rubio:
BIAS corrections in linear MMSE estimation with large filters. EUSIPCO 2010: 651-655

2000 – 2009

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2009
[j3]
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Francisco Rubio, Xavier Mestre:
Consistent reduced-rank LMMSE estimation with a limited number of samples per observation dimension. IEEE Trans. Signal Process. 57(8): 2889-2902 (2009)
[j2]
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Francisco Rubio, Xavier Mestre:
Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension. IEEE Trans. Signal Process. 57(10): 3787-3800 (2009)
[c7]
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  - conf/icumt/RubioGHM09
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Francisco Rubio, Dongning Guo, Michael L. Honig, Xavier Mestre:
Large system analysis of beamforming for MIMO systems with limited training. ICUMT 2009: 1-6
2008
[b1]
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Francisco Rubio:
Generalized consistent estimation in arbitrarily high dimensional signal processing. Polytechnic University of Catalonia, Spain, 2008
[c6]
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Francisco Rubio, Dongning Guo, Michael L. Honig, Xavier Mestre:
On optimal training and beamforming in uncorrelated MIMO systems with feedback. CISS 2008: 902-907
[c5]
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Francisco Rubio, Xavier Mestre:
Generalized consistent robust Capon beamforming for arbitrarily large arrays. EUSIPCO 2008: 1-5
2006
[j1]
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  - journals/ett/XuLRP06
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Hongji Xu, Ju Liu, Francisco Rubio, Ana I. Pérez-Neira:
Orthogonal transmit beamforming scheme based on semidefinite optimisation. Eur. Trans. Telecommun. 17(2): 257-268 (2006)
[c4]
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  - conf/globecom/RubioM06
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Francisco Rubio, Xavier Mestre:
On the Design of Practical Reduced-Rank DS-CDMA Receivers. GLOBECOM 2006
[c3]
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Francisco Rubio, Xavier Mestre:
Analysis of Multi-Stage Receivers Under Finite Sample-Support. ICASSP (4) 2006: 593-596
[c2]
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  - conf/icassp/MestreR06
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Xavier Mestre, Francisco Rubio:
An Improved Subspace-Based Algorithm in the Small Sample Size Regime. ICASSP (4) 2006: 1073-1076
2005
[c1]
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Francisco Rubio, Xavier Mestre:
Asymptotic performance of code-reference spatial filters for multicode DS/CDMA. ICASSP (5) 2005: 817-820

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