Item Type | Monograph (Working Paper) |
Abstract | A universal kernel is constructed whose sections approximate any causal and time-invariant filter in the fading memory category with inputs and outputs in a finite-dimensional Euclidean space. This kernel is built using the reservoir functional associated with a state-space representation of the Volterra series expansion available for any analytic fading memory filter. It is hence called the Volterra reservoir kernel. Even though the statespace representation and the corresponding reservoir feature map are defined on an infinite-dimensional tensor algebra space, the kernel map is characterized by explicit recursions that are readily computable for specific data sets when employed in estimation problems using the representer theorem. We showcase the performance of the Volterra reservoir kernel in a popular data science application in relation to bitcoin price prediction. |
Authors | Gonon, Lukas; Grigoryeva, Lyudmila & Ortega Lahuerta, Juan-Pablo |
Language | English |
Subjects | finance |
HSG Classification | contribution to scientific community |
HSG Profile Area | SEPS - Quantitative Economic Methods |
Date | 30 December 2022 |
Depositing User | Barbara Langenegger |
Date Deposited | 01 Dec 2022 08:53 |
Last Modified | 28 Feb 2023 12:41 |
URI: | https://www.alexandria.unisg.ch/publications/268201 |
DownloadFull text not available from this repository.CitationGonon, Lukas; Grigoryeva, Lyudmila & Ortega Lahuerta, Juan-Pablo: Reservoir kernels and Volterra series. , 2022, Statisticshttps://www.alexandria.unisg.ch/id/eprint/268201
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