Forecasting trends with asset prices (Q4555084)
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scientific article; zbMATH DE number 6981200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting trends with asset prices |
scientific article; zbMATH DE number 6981200 |
Statements
Forecasting trends with asset prices (English)
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19 November 2018
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trend estimation
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investment strategies
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Kalman filter
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Ornstein-Uhlenbeck process
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