Results 71 to 80 of about 12,139 (222)

Learning in the Limit: Income Inference from Credit Extensions

The Journal of Finance, EarlyView.
ABSTRACT Combining a randomized controlled trial with administrative and survey data, this paper shows that credit limit extensions significantly increase total spending and income expectations. By controlling for changes in personal income expectations, the spending response to credit limit extensions weakens by approximately 30%.
XIAO YIN
wiley   +1 more source

Joint Parameter and State Estimation of Fractional-Order Singular Systems Based on Amsgrad and Particle Filter

Fractal and Fractional
This article investigates modeling issues of fractional-order singular systems. The state estimation can be solved by using the particle filter. An improved Adaptive Moment Estimation (Adam) method—the Amsgrad algorithm can handle the optimization ...
Tianhang Sun, Kaiyang Zhao, Zhen Wang, Tiancheng Zong   +3 more
doaj   +1 more source

A resource saving FPGA implementation approach to fractional Kalman filter

IET Control Theory & Applications, 2022
Abstract The efficiency of the hardware implementations of fractional Kalman filter (FKF) heavily relies on the efficiency of realising the fractional‐order derivative operator. In this paper, a generic software and hardware implementation of the FKF based on the Grunwald–Letnikov approximation is proposed and verified on a field ...
Bo Xu, Libing Bai, Kai Chen, Lulu Tian
openaire   +1 more source

Consumption in Asset Returns

The Journal of Finance, EarlyView.
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA, JIANTAO HUANG, CHRISTIAN JULLIARD   +2 more
wiley   +1 more source

Hidden attractors in fundamental problems and engineering models

, 2015
Recently a concept of self-excited and hidden attractors was suggested: an attractor is called a self-excited attractor if its basin of attraction overlaps with neighborhood of an equilibrium, otherwise it is called a hidden attractor.
A Kuznetsov, A Pisarchik, A Sommerfeld, AB Glukhovskii, AS Pikovski, B Bao, B Pol van der, B.R. Andrievsky, B.R. Andrievsky, C Li, C Li, Chunbiao Li, D Cafagna, D Dudkowski, David Hilbert, EN Lorenz, F Tahir, G Duffing, G Leonov, G. A. LEONOV, G.A. Leonov, G.A. Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, GA Leonov, Gennady A. Leonov, Huitao Zhao, I Burkin, I.I. Blekhman, J Bernat, J Sprott, J Sprott, JULIEN CLINTON SPROTT, JWS Rayleigh, L Belyustina, M Chen, M Chen, M Shahzad, M.A. Kiseleva, M.A. Kiseleva, M.A. Kiseleva, MA Aizerman, MALIHE MOLAIE, MI Rabinovich, N.V. Kuznetsov, N.V. Kuznetsov, N.V. Kuznetsov, NE Barabanov, NV Kuznetsov, P Saha, Pooja Rani Sharma, Q Li, R. Fitts, RE Kalman, S Brezetskyi, S Jafari, S Jafari, S Nose, S Vaidyanathan, S Vaidyanathan, Sajad Jafari, Seng-Kin Lao, U Chaudhuri, V Pham, V. Semenov, VA Pliss, Viet-Thanh Pham, Viet-Thanh Pham, VO Bragin, VT Pham, VT Pham, VT Pham, VT Pham, W Hoover, WP Heath, X Wang, Xiao-Yu Dang, Y Feng, Y Feng, Y Ueda, Z Wei, Z Wei, Z Zhusubaliyev, Z Zhusubaliyev, Zhanybai T. Zhusubaliyev, Zhouchao Wei, Zhouchao Wei   +93 more
core   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

Battery State-Of-Charge Estimation Based on a Dual Unscented Kalman Filter and Fractional Variable-Order Model

Energies, 2017
State-of-charge (SOC) estimation is essential for the safe and effective utilization of lithium-ion batteries. As the SOC cannot be directly measured by sensors, an accurate battery model and a corresponding estimation method is needed.
Ming Cai, Weijie Chen, Xiaojun Tan
doaj   +1 more source

Kinetic Methods for Inverse Problems

, 2018
The Ensemble Kalman Filter method can be used as an iterative numerical scheme for parameter identification or nonlinear filtering problems. We study the limit of infinitely large ensemble size and derive the corresponding mean-field limit of the ...
Herty, Michael, Visconti, Giuseppe
core   +1 more source

On extended Kalman filters with augmented state vectors for the stator flux estimation in SPMSMs [PDF]

, 2010
The demand for highly dynamic electrical drives, characterized by high quality torque control, in a wide variety of applications has grown tremendously during the past decades.
Boel, René, Melkebeek, Jan, Vyncke, Thomas   +2 more
core   +2 more sources

Cointegration in a MIDAS Regression

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley   +1 more source