Data assimilation using noisy time-averaged measurements
Sign Up to like & getrecommendations! Published in 2017 at "Physica D: Nonlinear Phenomena"
DOI: 10.1016/j.physd.2017.12.004
Abstract: Abstract We study the synchronization of chaotic systems when the coupling between them contains both time averages and stochastic noise. Our model dynamics – inspired by the partial differential equations which govern the atmosphere –… read more here.
Keywords: assimilation using; data assimilation; time; using noisy ... See more keywords
Trend-following with better adaptation to large downside risks
Sign Up to like & getrecommendations! Published in 2022 at "PLoS ONE"
DOI: 10.1371/journal.pone.0276322
Abstract: Avoiding losses from long-term trend reversals is challenging, and trend-following is one of the few trading approaches to explore it. While trend-following is popular among investors and has gained increased attention in academia, the recent… read more here.
Keywords: averaging window; trend direction; downside risks; trend following ... See more keywords