Results 211 to 220 of about 2,029,550 (291)

Market Making With Fads, Informed, and Uninformed Traders

Mathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci, Adrien Mathieu, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

State Estimation for Quadruped Robots on Non-Stationary Terrain via Invariant Extended Kalman Filter and Disturbance Observer. [PDF]

Sensors (Basel)
Wan M, Liu D, Wu J, Li L, Peng Z, Liu Z.
europepmc   +1 more source

Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility

The Manchester School, EarlyView.
ABSTRACT This article investigates inflation inequality across four income strata in Brazil (very low, low, middle, and high income) from July 2006 to April 2025, using the Headline IPCA as a benchmark. We test the hypothesis that inflation dynamics and transmission mechanisms are structurally unequal and disproportionately affect lower‐income ...
Sinara do Valle, Cleomar Gomes da Silva
wiley   +1 more source

A Double Extended Kalman Filter Algorithm for Weakening Non-Line-of-Sight Errors in Complex Indoor Environments Based on Ultra-Wideband Technology. [PDF]

Sensors (Basel)
Xu S, Liu Q, Lin M, Wang Q, Chen K.
europepmc   +1 more source

The Effects of U.S. Monetary Policy Shocks on Portfolio Diversification

The Manchester School, EarlyView.
ABSTRACT We investigate the impact of changes in U.S. monetary policy on portfolio diversification. We build four different types of portfolios, including a U.S.‐only, a stock‐bond (60/40) portfolio, an international diversified stock portfolio, and an asset diversified portfolio.
Rong Huang, Dimos Kambouroudis, David G. McMillan   +2 more
wiley   +1 more source

Extended Kalman filter-based robust roll angle estimation method for spinning vehicles. [PDF]

Heliyon
Feng L, Wu P, Zheng L, Tong H, Shi H, Wang Y.   +5 more
europepmc   +1 more source

A Multi‐Country Approach to Estimate the Euro‐Area Natural Real Interest Rate

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We set up a semi‐structural unobserved components multi‐country model of the eurozone. The common euro‐area natural rate of interest (NRI) is identified from the joint dynamics of the national data of its 20 member countries and estimated using Bayesian methods.
Tino Berger, Daria Kazakova, Bernd Kempa
wiley   +1 more source

Economic Growth Vulnerability Across Euro Area Countries

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We analyse growth vulnerability in the four largest Euro Area (EA) economies, measured as a lower quantile of the growth distribution conditional on EA‐wide and country‐specific macroeconomic/financial factors. Growth densities are obtained under a normal activity scenario and under stressed conditions.
Claudio Lissona, Esther Ruiz
wiley   +1 more source

Localization of solar panel cleaning robot combining vision processing and extended Kalman filter. [PDF]

Sci Prog
Kim JH, Lee SH, Kim JG, Jang WJ, Kim DH.
europepmc   +1 more source

Kalman Filter Learning, Bounded Rationality and Informational Consistency

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We develop a behavioural New Keynesian model with rational (RE) and boundedly rational (BR) agents. The latter are anticipated utility learners and use simple heuristic rules to forecast aggregate variables exogenous to their micro‐environment.
Szabolcs Deák, Paul Levine, Joseph Pearlman, Bo Yang   +3 more
wiley   +1 more source