TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON-LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS

2011 ◽  
Vol 18 (2) ◽  
pp. 175-187 ◽  
Author(s):  
Juan Tao ◽  
Christopher J. Green
Keyword(s):  
Cointegration Analysis ◽  
Threshold Cointegration ◽  
Transactions Costs ◽  
Linear Dynamics ◽  
Non Linear ◽  
Index Arbitrage

Low pressure hydrocephalus and ventriculomegaly: hysteresis, non-linear dynamics, and the benefits of CSF diversion

2002 ◽  
Vol 16 (6) ◽  
pp. 555-561 ◽  
Author(s):  
M. S. Lesniak ◽  
R. E. Clatterbuck ◽  
D. Rigamonti ◽  
M. A. Williams
Keyword(s):  
Low Pressure ◽  
Linear Dynamics ◽  
Non Linear ◽  
Csf Diversion

Non-linear dynamics in DIS at NLO

2017 ◽  
Author(s):  
Giovanni Antonio Chirilli
Keyword(s):  
Linear Dynamics ◽  
Non Linear

A novel LSSVM-L Hammerstein model structure for system identification and nonlinear model predictive control of CSTR servo and regulatory control

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Akshaykumar Naregalkar ◽  
Subbulekshmi Durairaj
Keyword(s):  
Linear System ◽  
Regulatory Control ◽  
Hammerstein Model ◽  
Support Vector ◽  
Model Structure ◽  
Linear Dynamics ◽  
Vector Machines ◽  
Non Linear ◽  
Laguerre Filters ◽  
Non Linear System

Abstract A continuous stirred tank reactor (CSTR) servo and the regulatory control problem are challenging because of their highly non-linear nature, frequent changes in operating points, and frequent disturbances. System identification is one of the important steps in the CSTR model-based control design. In earlier work, a non-linear system model comprises a linear subsystem followed by static nonlinearities and represented with Laguerre filters followed by the LSSVM (least squares support vector machines). This model structure solves linear dynamics first and then associated nonlinearities. Unlike earlier works, the proposed LSSVM-L (least squares support vector machines and Laguerre filters) Hammerstein model structure solves the nonlinearities associated with the non-linear system first and then linear dynamics. Thus, the proposed Hammerstein’s model structure deals with the nonlinearities before affecting the entire system, decreasing the model complexity and providing a simple model structure. This new Hammerstein model is stable, precise, and simple to implement and provides the CSTR model with a good model fit%. Simulation studies illustrate the benefit and effectiveness of the proposed LSSVM-L Hammerstein model and its efficacy as a non-linear model predictive controller for the servo and regulatory control problem.

Business cycles and complex non-linear dynamics

1992 ◽  
Vol 2 (1) ◽  
pp. 95-102 ◽  
Author(s):  
Kazuo Nishimura ◽  
Makoto Yano
Keyword(s):  
Business Cycles ◽  
Linear Dynamics ◽  
Non Linear
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