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, - Time series models - Document - PDFSEARCH.IO

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	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 Document Date: 2009-02-25 10:57:00 Open Document File Size: 503,86 KB Share Result on Facebook Currency pence / GBP / cent / / / / IndustryTerm neural networks / real-world applications / analytical solution / non-linear dynamic systems / finance / linear systems / suboptimal solutions / estimation tools / / MusicAlbum Low / High / / Person Bt / S. VAN BELLEGEM / / / Position trader / dealer / / Region Levant / / Technology 3.2 Algorithm / 4.2 Algorithm / Machine Learning / / SocialTag Electronic engineering Robot control Linear filters Markov models Kalman filter Particle filter Maximum likelihood Bayes estimator Unscented transform Statistics

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