Results 101 to 110 of about 2,029,550 (291)
Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms
Journal of Forecasting, EarlyView.ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan +3 more
wiley +1 more source
The Journal of Engineering, 2018 Battery management systems (BMS) are widely used in energy storage systems and electric vehicles. The precise estimation of state-of-charge is a key factor affecting the performance of BMS.
Shengwei Gao +3 more
doaj +1 more source
The Sector Liquidity Timing Ability of Bond Mutual Funds
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
The Orbit Determination of Leo Satellites Using Extended Kalman Filter [PDF]
Journal of Astronomy and Space Sciences, 1995 We studied the nonlinear estimation problem of extended Kalman filter and applied this method to LEO satellite system. Through this method the performance of extended Kalman filter was analyzed.
Gunn-Ho Sohn +2 more
doaj
Discrete Extended Kalman Filter On Lie Groups
, 2013 Publication in the conference proceedings of EUSIPCO, Marrakech, Morocco ...
Bourmaud, Guillaume +3 more
openaire +4 more sources
, 2018 <p>This code provides the calculation of the extended Kalman-Bucy filter. This case of the extended filter includes two variants: 1 - signal is AR(1) and noise is AR(1); 2 - signal is AR(2) and noise is AR(1).
Shirinkina Daria +1 more
core +1 more source
Heating the Inflation Inequality in Greece
International Journal of Finance &Economics, EarlyView.ABSTRACT The aim of the current study is twofold. First, we assess the household inflation inequality in Greece not only across different income groups but also across other households' social and economic characteristics, such as occupational status and household composition, among others.
Stavros Degiannakis +2 more
wiley +1 more source
Considering spatiotemporal evolutionary information in dynamic multi‐objective optimisation
CAAI Transactions on Intelligence Technology, EarlyView., 2023 Abstract Preserving population diversity and providing knowledge, which are two core tasks in the dynamic multi‐objective optimisation (DMO), are challenging since the sampling space is time‐ and space‐varying. Therefore, the spatiotemporal property of evolutionary information needs to be considered in the DMO.
Qinqin Fan +3 more
wiley +1 more source
ActuatorsIn the actual working environment, most equipment models present nonlinear characteristics. For nonlinear system filtering, filtering methods such as the Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF), and Cubature Kalman Filter (CKF) have ...
Chengyi Li, Chenglin Wen
doaj +1 more source
Understanding the Kalman Filter: an Object Oriented Programming Perspective. [PDF]
The basic ideals underlying the Kalman filter are outlined in this paper without direct recourse to the complex formulae normally associated with this method. The novel feature of the paper is its reliance on a new algebraic system based on the first two
Snyder, R.D., Forbes, C.S.
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