Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971): Difference between revisions

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Revision as of 21:04, 19 March 2024

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Adaptive signal processing of asset price dynamics with predictability analysis
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    Adaptive signal processing of asset price dynamics with predictability analysis (English)
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    11 January 2008
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    hidden Markov model
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    optimal parameter estimation
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    regime-switching model
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    gold price
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