In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
Abstract—Learning dynamical systems is one of the important problems in many fields. In this paper, we present an algorithm for learning non-linear dynamical systems which works...
We propose a method for estimating the pose of a human body using its approximate 3D volume (visual hull) obtained in real time from synchronized videos. Our method can cope with ...
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...