Forecasting "High" and "Low" of financial time series by Particle systems and Kalman filters S. DABLEMONT, S. VAN BELLEGEM, M. VERLEYSEN Université catholique de Louvain, Machine Learning Group, DICE 3, Place du Levant,

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Date: 2009-02-25 10:57:00 Electronic engineering Robot control Linear filters Markov models Kalman filter Particle filter Maximum likelihood Bayes estimator Unscented transform Statistics Estimation theory Control theory		Forecasting "High" and "Low" of financial time series by Particle systems and Kalman filters S. DABLEMONT, S. VAN BELLEGEM, M. VERLEYSEN Université catholique de Louvain, Machine Learning Group, DICE 3, Place du Levant, Add to Reading List Source URL: perso.uclouvain.be Download Document from Source Website File Size: 503,86 KB Share Document on Facebook

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