An Extended Kalman Filter with Remainder Terms and Correlation Compensation for Nonlinear State Monitoring and Soft Sensing. [PDF]
Sensors (Basel)Ke J, Wen C.
europepmc +1 more source
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 +2 more
wiley +1 more source
Adaptive Kalman Filter-Based SLAM in LiDAR-Degenerated Environments. [PDF]
Sensors (Basel)Ma R, Zhou T, Chen L.
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
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 +2 more
wiley +1 more source
A Neural Network-Enhanced Kalman Filter for Time Series Anomaly Detection in Cyber-Physical Systems. [PDF]
Sensors (Basel)Ma Z, Xu W, Zhou H, Yu K, Wu X.
europepmc +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
Estimating Motorcycle Telescopic Fork Suspension Travel Speed with Four-Degree-of-Freedom Full-Vehicle Kalman Filter. [PDF]
Sensors (Basel)Ponso A, Pakštys S, Bonfitto A.
europepmc +1 more source
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
Estimation and Application of Artificial Neural Networks’ Weight Based on Kalman Filter Technique
工程科学与技术, 2008 :The paper combines artificial neural networks (ANNs) with Kalman filter real time adjustment technique in order to improve traditional ANNs model. The weights are trained by Kalman filter real time adjustment technique in the process of sample training,
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