scholarly journals Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter

2021 ◽  
Author(s):  
Filippo Gusella ◽  
Engelbert Stockhammer
2014 ◽  
Vol 602-605 ◽  
pp. 3881-3885 ◽  
Author(s):  
Xin Jie Chen ◽  
Ji Hui Ma ◽  
Wei Guan ◽  
Wen Yuan Tu

Traffic volume prediction has been an interesting topic for decades during which various prediction models have been proposed. In this paper, Kalman filtering (KF) model is applied to predict traffic volume because of its significance in continuously updating the state variable as new observations. In order to enhance the prediction accuracy, an improved KF model is developed based on the current and historical data. To validate the improved KF model, empirical analysis is conducted. The results show that the improved KF model has higher accuracy than the traditional one and is more reliable and powerful in traffic volume prediction.


2014 ◽  
Vol 19 (37) ◽  
pp. 70-77 ◽  
Author(s):  
Rogelio Maldonado Castaño ◽  
Natalia Zapata Rueda ◽  
Javier Orlando Pantoja Robayo

2007 ◽  
Vol 23 (4) ◽  
pp. 248-257 ◽  
Author(s):  
Matthias R. Mehl ◽  
Shannon E. Holleran

Abstract. In this article, the authors provide an empirical analysis of the obtrusiveness of and participants' compliance with a relatively new psychological ambulatory assessment method, called the electronically activated recorder or EAR. The EAR is a modified portable audio-recorder that periodically records snippets of ambient sounds from participants' daily environments. In tracking moment-to-moment ambient sounds, the EAR yields an acoustic log of a person's day as it unfolds. As a naturalistic observation sampling method, it provides an observer's account of daily life and is optimized for the assessment of audible aspects of participants' naturally-occurring social behaviors and interactions. Measures of self-reported and behaviorally-assessed EAR obtrusiveness and compliance were analyzed in two samples. After an initial 2-h period of relative obtrusiveness, participants habituated to wearing the EAR and perceived it as fairly unobtrusive both in a short-term (2 days, N = 96) and a longer-term (10-11 days, N = 11) monitoring. Compliance with the method was high both during the short-term and longer-term monitoring. Somewhat reduced compliance was identified over the weekend; this effect appears to be specific to student populations. Important privacy and data confidentiality considerations around the EAR method are discussed.


2000 ◽  
Author(s):  
Erika Felix ◽  
Anjali T. Naik-Polan ◽  
Christine Sloss ◽  
Lashaunda Poindexter ◽  
Karen S. Budd

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