High frequency time series analysis and prediction using Markov models

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 1997, Pages 182-188

  Papageorgiou, Constantine P ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; FINANCIAL DATA PROCESSING; MARKOV PROCESSES; MATHEMATICAL MODELS;

HIGH FREQUENCY TIME SERIES ANALYSIS; TICK DATA;

TIME SERIES ANALYSIS;

EID: 0030721935     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)