Abstract: We consider the problem of online sparse linear approximation, where a learner sequentially predicts the best sparse linear approximations of an as yet unobserved sequence of measurements in ...

Casey Murphy has fanned his passion for finance through years of writing about active trading, technical analysis, market commentary, exchange-traded funds (ETFs), commodities, futures, options, and ...

Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.

Abstract: In this article, we present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input–output data with closed-loop stability ...