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Time-Varying Fund Manager Skill 28 Jul 2013 | 06:09 am
Another interesting paper forthcoming in Journal of Finance investigates the stock picking and market timing abilities of mutual fund managers. Quotation We propose a new definition of skill as a ge...
European Option Price with Excess Skewness and Kurtosis 10 May 2013 | 04:57 pm
Stock returns however exhibit nonormal skewness and kurtosis as pointed out by Hull (1993) and Nattenburg (1994). Moreover, the volatility skews are a consequence of the empirical normality assumption...
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Exercise 11, Problem 3 smr-12.blogspot.com 30 Mar 2011 | 07:02 am
Boxdriving with Kalman Localization. Change the code from problem two so it uses kalman updates from the localizer plugin. periodic Kalman filtering N=10 laser "addline startx...
WM+ update long overdue randomhacksofboredom.blogspot.com 16 Feb 2010 | 11:58 am
Well I havent posted here for a while, but I do have many updates for a couple different projects. I never ended up getting full kalman filtering to work between the wm+, nunchuck, and arduino, but th...
Photoshop Halftone Filter Example etikka.com 27 Oct 2010 | 07:47 pm
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Apple, pairs & Samsung capital-chronicle.com 18 Sep 2012 | 01:16 am
Apple vs Samsung (cointegrated spread w/Kalman filter adaptive beta) Little 'blog-app' for you. Does it truly not take a genius as Samsung suggest? Can 2 million iPhone 5 pre-orders be wrong? Apple...
Forecasting, Structural Time Series Models and the Kalman Filter smallbusiness-plan.net 7 Dec 2012 | 11:52 am
Forecasting, Structural Time Series Models and the Kalman Filter Free PDF Download. Andrew C. Harvey offers a synthesis of ideas and materials that ordinarily seem separately in time series and econom...
Phpsec Overview vnsecure.blogspot.com 27 Jan 2008 | 02:46 pm
1. Overview 1.1 What Is Security? 1.2 Basic Steps 1.3 Register Globals 1.4 Data Filtering 1.4.1 The Dispatch Method 1.4.2 The Include Method 1.4.3 Filtering Examples 1.4.4 Naming Conventions ...
Forecasting, Structural Time Series Models and the Kalman Filter smallbusiness-plan.net 7 Dec 2012 | 11:52 am
Forecasting, Structural Time Series Models and the Kalman Filter Free PDF Download. Andrew C. Harvey offers a synthesis of ideas and materials that ordinarily seem separately in time series and econom...
Reconstruction of elasticity: a stochastic model-based approach in ultrasound elastography biomedical-engineering-online.com 10 Aug 2013 | 05:00 am
We propose one stochastic model-based algorithm using Kalman filter to reconstruct the elasticity of tissue from noisy ultrasonic radio frequency (RF) data in this paper. The advantage of this model-b...
php filter test appguru-stag.catch.net.tw 23 Dec 2011 | 11:51 pm
Just a hint I tested, You can obtain all the chars <32 (so newline and c.return), by using not operator > !FILTER_FLAG_STRIP_LOW as the last argument. Example: filter_input(INPUT_GET,'test&...
Filtering WordPress Search Results by the Page Post Type thereforei.am 27 Mar 2012 | 06:49 pm
Tacking a post_type parameter to any search URL in WordPress filters the search results by a post type. For example: http://example.com/?s=speak+easy&post_type=events Will return only events which inc...
