Previously, financial firms relied on intuition that had been honed over years of exposure to the market. Today, many have ...
Abstract: In this letter, a novel recursive total least squares (RTLS) algorithm that is grounded in a constrained Lagrange optimization of the errors-in-variables model is presented. The proposed ...
While standard models suffer from context rot as data grows, MIT’s new Recursive Language Model (RLM) framework treats ...
Abstract: The forgetting factor is the main control parameter of the recursive least-squares (RLS) algorithm, which is set to balance between the estimate accuracy and the tracking capability.