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Performance Analysis of the Least-Squares Estimator in Astrometry
(The Astronomical Society of the Pacific, 2015-11)
We characterize the performance of the widely used least-squares estimator in astrometry in terms
of a comparison with the Cramér–Rao lower variance bound. In this inference context the performance of the leastsquares
estimator ...
A segmented Nelson and Siegel model for the term structure of interest rates
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2019)
On portfolio optimization: imposing the right constraints
(Elsevier Science Bv, 2013-04)
We reassess the recent finding that no established portfolio strategy outperforms the naively diversified portfolio, 1/N, by developing a constrained minimum-variance portfolio strategy on a shrinkage theory based framework. ...
A Neuro-Evolutive Interval Type-2 TSK Fuzzy System for Volatile Weather Forecasting
(International Conference on Intelligent Computing, 2010)
This paper presents an hybrid Neuro-Evolutive algorithm for a First-order Interval Type-2 TSK Fuzzy Logic System applied to a volatile weather forecasting case. All results are tested by statistical tests as Goldfeld-Quant, ...
Alternative admissible biased estimators
(Institute of Electrical and Electronics Engineers, 2013)
In this work, a biased estimator obtained from an affine transformation of an unbiased estimator will be analyzed. In particular, the method proposed by Y. C. Eldar will be studied, and alternative approaches will be ...
An analog implementation of radial basis function network appropriate for transducer linearizer
(IEEE, 1999-01-01)
A circuit for transducer linearizer tasks have been designed and built using discrete components and it implements by: a Radial Basis Function Network (RBFN) with three basis functions. The application in a linearized ...
A critical assessment of the JULES land surface model hydrology for humid tropical environments
(Hydrology and Earth System Sciences (HESS), 2013-01)
Global land surface models (LSMs) such as the Joint UK Land Environment Simulator (JULES) are originally developed to provide surface boundary conditions for climate models. They are increasingly used for hydrological ...