Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.ins.2007.05.021 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2077137349 / rank | |||
Normal rank |
Revision as of 20:04, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive signal processing of asset price dynamics with predictability analysis |
scientific article |
Statements
Adaptive signal processing of asset price dynamics with predictability analysis (English)
0 references
11 January 2008
0 references
hidden Markov model
0 references
optimal parameter estimation
0 references
regime-switching model
0 references
gold price
0 references