Usually databases are treated primarily as fairly dumb data storage systems, but they can be capable of much more. Case in ...

This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM). This paper proposes a new econometric model for the ...

As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

As the final course in the Applied Kalman Filtering specialization, you will learn how to develop the particle filter for solving strongly nonlinear state-estimation problems. You will learn about the ...