Kernel methods have emerged as a powerful tool in adaptive filtering and system identification, enabling the processing and modelling of complex, nonlinear relationships in dynamic systems. By mapping ...

Department of Electrical and Computer Engineering, University of Alabama at Birmingham, Birmingham, AL, USA Electrical and Computer Engineering Departmental Honors Program, University of Alabama at ...

A TCP connection is initiated by a three-way handshake. The initiating party sends a SYN segment -- a TCP-protocol IP packet with a TCP header and the SYN flag in the header set. The listening party ...

This is a preview. Log in through your library . Abstract We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock ...

This is a preview. Log in through your library . Abstract Sequential Monte Cario (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a ...