The proposed deployment strategy contains two novel contributions: it makes use of a non-parametric approach to estimate effectively the target location likelihood, and it performs an optimization of ...

Abstract: A mixed parametric-nonparametric approach to H/sub /spl infin// identification is proposed, aimed at estimating a low-order approximating model and an ...

Mean Reversion Trading on the Naphtha Crack - new publication by Olivier Scaillet. In a new study, GFRI's Director Olivier Scaillet and his co-authors investigate the mean reversi ...