Machine Learning–Based Systematic Investing in Agency Mortgage-Backed Securities
NA Jagannathan, QL Bao - The Journal of Financial Data Science, 2022 - pm-research.com
With a total outstanding balance of more than $8 trillion as of this writing, agency mortgage-backed
securities (MBS) represent the second largest segment of the US bond market and …
securities (MBS) represent the second largest segment of the US bond market and …
Practical Applications of Machine Learning–Based Systematic Investing in Agency Mortgage-Backed Securities
NA Jagannathan, QL Bao - Practical Applications, 2023 - pm-research.com
In Machine Learning–Based Systematic Investing in Agency Mortgage-Backed Securities ,
from the Fall 2022 issue of The Journal of Financial Data Science, Nikhil Arvind Jagannathan …
from the Fall 2022 issue of The Journal of Financial Data Science, Nikhil Arvind Jagannathan …
Interfacial engineering of halide perovskites and two-dimensional materials
Recently, halide perovskites (HPs) and layered two-dimensional (2D) materials have received
significant attention from industry and academia alike. HPs are emerging materials that …
significant attention from industry and academia alike. HPs are emerging materials that …
On-line updating Gaussian mixture model for aircraft wing spar damage evaluation under time-varying boundary condition
Structural health monitoring technology for aerospace structures has gradually turned from
fundamental research to practical implementations. However, real aerospace structures work …
fundamental research to practical implementations. However, real aerospace structures work …
Transmitter beamforming and weighted image fusion–based multiple signal classification algorithm for corrosion monitoring
With the increase in aging aircrafts, corrosion monitoring has attracted much attention in the
structural health monitoring area. Multiple signal classification has been gradually applied to …
structural health monitoring area. Multiple signal classification has been gradually applied to …
Anisotropy compensated MUSIC algorithm based composite structure damage imaging method
… For this problem, Bao and Yuan proposed a transmitter beamforming and weighted image
fusion based MUSIC algorithm, which realized corrosion damage monitoring [19]. However, …
fusion based MUSIC algorithm, which realized corrosion damage monitoring [19]. However, …
Crack propagation monitoring in a full-scale aircraft fatigue test based on guided wave-Gaussian mixture model
For aerospace application of structural health monitoring (SHM) technology, the problem of
reliable damage monitoring under time-varying conditions must be addressed and the SHM …
reliable damage monitoring under time-varying conditions must be addressed and the SHM …
A single frequency component-based re-estimated MUSIC algorithm for impact localization on complex composite structures
The growing use of composite materials on aircraft structures has attracted much attention
for impact monitoring as a kind of structural health monitoring (SHM) method. Multiple signal …
for impact monitoring as a kind of structural health monitoring (SHM) method. Multiple signal …
[HTML][HTML] On-line multi-damage scanning spatial-wavenumber filter based imaging method for aircraft composite structure
Structural health monitoring (SHM) of aircraft composite structure is helpful to increase
reliability and reduce maintenance costs. Due to the great effectiveness in distinguishing …
reliability and reduce maintenance costs. Due to the great effectiveness in distinguishing …
[HTML][HTML] A spatial filter and two linear PZT arrays based composite structure imaging method
Aerospace structures make increasing use of composite materials which can generate inner
damage easily by outer impact. Thus, the damage and impact monitoring of composite …
damage easily by outer impact. Thus, the damage and impact monitoring of composite …