Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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