4 search results - page 1 / 1 » A dynamic model of expected bond returns: A functional gradi... |
CSDA
2006
13 years 5 months ago
2006
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
We describe a new approach for phoneme recognition which aims at minimizing the phoneme error rate. Building on structured prediction techniques, we formulate the phoneme recogniz...
CDC
2010
IEEE
13 years 1 days ago
2010
IEEE
Abstract-- In robot deployment problems, the fundamental issue is to optimize a steady state performance measure that depends on the spatial configuration of a group of robots. For...
AUTOMATICA
2005
13 years 4 months ago
2005
This paper examines the problem of estimating linear time-invariant state-space system models. In particular it addresses the parametrization and numerical robustness concerns tha...