infonet-economy

Large datasets are more and more common in many research fields. In particular, in the linear regression context, it is often the case that a huge number of potential covariates are available to explain a response variable, and the first step of a reasonable statistical analysis is to reduce the number of covariates. This can be done in a forward selection procedure that includes the...

Stochastic modeling is a challenging task for low-cost sensors which errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and diffcult. For example, first-order Gauss-Markov processes are very often used in inertial sensor models. But the estimation of their parameters is a non-trivial task if the error structure is...

In this thesis, we develop models to analyze zero-inflated truncated heavy-tailed dependent data to fit radio audience data in Switzerland. These models are able to explain, by means of covariates, both the probability of observing a positive outcome and the mean of the positive outcomes, which respectively correspond to the audience indicators of reach and of time spent listening....

Stochastic modeling is a challenging task for lowcost inertial sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. We are currently investigating two approaches for bounding the errors in the mechanization. The first is an improved modeling of stochastic errors through the superposition...

This research presents methods for detecting and isolating faults in multiple Micro-Electro-Mechanical System (MEMS) Inertial Measurement Unit (IMU) configurations. Traditionally, in the inertial technology, the task Fault Detection and Isolation (FDI) is realized by the parity space method. However, this approach performs poorly with low-cost MEMS-IMUs, although, it provides...

Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called “soft dollars,” which basically are amounts spent in “research” for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD 10 paid in commissions. Obviously they are costly, and it is interesting for an institutional investor to...