Journal Papers and Working Papers in Reverse Chronological Order

D. Palguna and I. Pollak. Mid-Price Prediction in a Limit Order Book. Working paper, December 31, 2014. Submitted to the IEEE Transactions on Signal Processing on December 31, 2014.

J. Woo and I. Pollak. Economic and Statistical Significance of Disposition Effect and Momentum in the US Stock Market. Working paper, December 31, 2014. A shorter version was submitted to the IEEE Transactions on Signal Processing on December 31, 2014.

Z. Li, X. Lin, B. Peleato-Inarrea, and I. Pollak. Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks. Working paper, December 16, 2014. A shorter version was submitted to the IEEE Transactions on Signal and Information Processing over Networks on December 20, 2014:
Z. Li, B. Peleato-Inarrea, B. Craig, and I. Pollak. Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks.

D. Palguna, D.J. Love, and I. Pollak. Secondary Spectrum Auctions for Markets with Communications Constraints. Working paper, December 23, 2014. Submitted to the IEEE Transactions on Wireless Communications on October 6, 2014.

T.-S. Wong, C.A. Bouman, and I. Pollak. Image Enhancement Using the Hypothesis Selection Filter: Theory and Application to JPEG Decoding. IEEE Transactions on Image Processing, 22(3):898-913, March 2013.

M. Agrawal, D. Mohapatra, and I. Pollak. Empirical Evidence Against CAPM: Relating Alphas and Returns to Betas. IEEE Journal of Selected Topics in Signal Processing, 6(4):298-310, August 2012.

K.-L. Hua, R. Zhang, M. Comer, and I. Pollak. Interframe Video Compression with Large Dictionaries of Tilings: Algorithms for Tiling Selection and Entropy Coding. IEEE Transactions on Circuits and Systems for Video Technology, 22(8):1136-1149, August 2012.

T.-S. Wong, C.A. Bouman, I. Pollak, and Z. Fan. A Document Image Model and Estimation Algorithm for Optimized JPEG Decompression. IEEE Transactions on Image Processing, 18(11):2518-2535, November 2009.

X. Dong, K.-L. Hua, P. Majewicz, G. McNutt, C.A. Bouman, J.P. Allebach, and I. Pollak. Document Page Classification Algorithms in Low-End Copy Pipeline. Journal of Electronic Imaging, 17(4), November 2008.

J.M. Siskind, J. Sherman, I. Pollak, M.P. Harper, C.A. Bouman. Spatial Random Tree Grammars for Modeling Hierarchal Structure in Images. IEEE Trans. on PAMI, 29(9):1504-1519, September 2007.

W. Wang, I. Pollak, T.-S. Wong, C.A. Bouman, M.P. Harper, and J.M. Siskind. Hierarchical Stochastic Image Grammars for Classification and Segmentation. IEEE Trans. on Image Processing, 15(10):3033-3052, October 2006.

X. Dong and I. Pollak. Multiscale Segmentation with Vector-Valued Nonlinear Diffusions on Arbitrary Graphs. IEEE Trans. on Image Processing, 15(7):1993-2005, July 2006.

Y. Huang, I. Pollak, M.N. Do, and C.A. Bouman. Fast Search for Best Representations in Multitree Dictionaries. IEEE Trans. on Image Processing, 15(7):1779-1793, July 2006.

Y. Huang, I. Pollak, C.A. Bouman, and M.N. Do. Best Basis Search in Lapped Dictionaries. IEEE Trans. on Signal Processing, 54(2):651-664, February 2006.

Y. Huang and I. Pollak. MLC: A Novel Image Coder Based on Multitree Local Cosine Dictionaries. IEEE Signal Processing Letters, 12(12):843-846, December 2005.

I. Pollak, A.S. Willsky, and Y. Huang. Nonlinear Evolution Equations as Fast and Exact Solvers of Estimation Problems. IEEE Trans. on Signal Processing, 53(2):484-498, February 2005.

I. Pollak. Segmentation and Noise Suppression Via Nonlinear Multiscale Filtering. IEEE Signal Processing Magazine, 19(5):26-36, September 2002.

I. Pollak, A.S. Willsky, H. Krim. Image Segmentation and Edge Enhancement with Stabilized Inverse Diffusion Equations. IEEE Trans. on Image Processing, 9(2):256-266, February 2000.

M.G. Fleming, C. Steger, J. Zhang, J. Gao, A.B. Cognetta, I. Pollak, and C.R. Dyer. Techniques for a Structural Analysis of Dermatoscopic Imagery. Computerized Medical Imaging and Graphics, 22(5):375-389, 1998.