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In this paper we propose several improvements to the original non-local means algorithm introduced by Buades et al. which obtains state-of-the-art denoising results. The strength of this algorithm is… Expand
This report deals with one of the remaining key problems in financial decision taking: the forecast of the term structure at different time horizons. Specifically: I will forecast the Euro Interest… Expand
We forecast the monthly Euro Interest Rate Swap Curve with an autoregressive principal component model. We compare its predictability accuracy against the Diebold and Li’s dynamic Nelson Siegel, the… Expand
For predictions of the tritium inventory in future fusion devices like ITER, the amount of eroded carbon and the hydrogen concentrations in co-deposited hydrocarbon layers have to be predicted… Expand