Consistency between S&P500 and VIX derivatives: Insights from model‐free VIX futures pricing
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Futures Markets"
DOI: 10.1002/fut.21919
Abstract: This paper studies the interdependencies between the VIX futures market and the S&P500 and VIX options markets using a model‐free pricing method for VIX futures. We show that the replication strategy for the VIX futures… read more here.
Keywords: p500 vix; vix; vix futures; vix derivatives ... See more keywords
Formation control for a class of nonlinear multiagent systems using model-free adaptive iterative learning
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.3961
Abstract: Summary In this paper, the problem of formation control is considered for a class of unknown nonaffine nonlinear multiagent systems under a repeatable operation environment. To achieve the formation objective, the unknown nonlinear agent's dynamic… read more here.
Keywords: formation control; control; multiagent systems; formation ... See more keywords
Dynamic intermittent Q‐learning–based model‐free suboptimal co‐design of L2 ‐stabilization
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.4515
Abstract: This paper proposes an intermittent model‐free learning algorithm for linear time‐invariant systems, where the control policy and transmission decisions are co‐designed simultaneously while also being subjected to worst‐case disturbances. The control policy is designed by… read more here.
Keywords: system; model free; dynamic intermittent; model ... See more keywords
An efficient model‐free approach to interaction screening for high dimensional data
Sign Up to like & getrecommendations! Published in 2023 at "Statistics in Medicine"
DOI: 10.1002/sim.9688
Abstract: An innovated model‐free interaction screening procedure called the MCVIS is proposed for high dimensional data analysis. Specifically, we adopt the introduced MCV index for quantifying the importance of an interaction effect among predictors. Our proposed… read more here.
Keywords: high dimensional; interaction screening; model free; dimensional data ... See more keywords
Model-Free Linkage Analysis of a Quantitative Trait.
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DOI: 10.1007/978-1-4939-7274-6_16
Abstract: Model-free methods of linkage analysis for quantitative traits are a class of easily implemented, computationally efficient and statistically robust approaches to searching for linkage to a quantitative trait. By "model-free" we refer to methods of… read more here.
Keywords: analysis quantitative; analysis; linkage analysis; model ... See more keywords
Model-free inference of diffusion networks using RKHS embeddings
Sign Up to like & getrecommendations! Published in 2018 at "Data Mining and Knowledge Discovery"
DOI: 10.1007/s10618-018-00611-1
Abstract: We revisit in this paper the problem of inferring a diffusion network from information cascades. In our study, we make no assumptions on the underlying diffusion model, in this way obtaining a generic method with… read more here.
Keywords: networks using; diffusion; inference diffusion; free inference ... See more keywords
A thermogravimetric study of thermal dehydration of copper hexacyanoferrate by means of model-free kinetic analysis
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Thermal Analysis and Calorimetry"
DOI: 10.1007/s10973-017-6280-x
Abstract: Abstract The kinetics of thermal dehydration of K2x/3Cu[Fe(CN)6]2/3·nH2O was studied using thermogravimetry for x = 0.0 and 1.0. Data from both non-isothermal and isothermal measurements were used for model-free kinetic analysis by the Friedman and KAS methods.… read more here.
Keywords: analysis; kinetic analysis; free kinetic; thermal dehydration ... See more keywords
Experimental validation of robot-assisted cardiovascular catheterization: model-based versus model-free control
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Computer Assisted Radiology and Surgery"
DOI: 10.1007/s11548-018-1757-z
Abstract: PurposeIn cardiac electrophysiology, a long and flexible catheter is delivered to a cardiac chamber for the treatment of arrhythmias. Although several robot-assisted platforms have been commercialized, the disorientation in tele-operation is still not well solved.… read more here.
Keywords: model based; free control; robot assisted; model ... See more keywords
Model-Based and Model-Free Techniques for Amyotrophic Lateral Sclerosis Diagnostic Prediction and Patient Clustering
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DOI: 10.1007/s12021-018-9406-9
Abstract: AbstractAmyotrophic lateral sclerosis (ALS) is a complex progressive neurodegenerative disorder with an estimated prevalence of about 5 per 100,000 people in the United States. In this study, the ALS disease progression is measured by the… read more here.
Keywords: model based; model free; lateral sclerosis; based model ... See more keywords
Model-free Adaptive Dynamic Programming Based Near-optimal Decentralized Tracking Control of Reconfigurable Manipulators
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Control, Automation and Systems"
DOI: 10.1007/s12555-016-0711-5
Abstract: In this paper, a model-free near-optimal decentralized tracking control (DTC) scheme is developed for reconfigurable manipulators via adaptive dynamic programming algorithm. The proposed controller can be divided into two parts, namely local desired controller and… read more here.
Keywords: near optimal; error; control; optimal decentralized ... See more keywords
Information fusion model-free adaptive control algorithm and unmanned surface vehicle heading control
Sign Up to like & getrecommendations! Published in 2019 at "Applied Ocean Research"
DOI: 10.1016/j.apor.2019.06.008
Abstract: Abstract Based on the model-free adaptive control (MFAC) theory, the heading control problem of unmanned surface vehicles (USVs) with uncertainties is explored. First, as a USV’s heading subsystem does not satisfy the quasilinear assumption of… read more here.
Keywords: control; model free; algorithm; mfac ... See more keywords