Modelling financial time series with switching state space models

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

Volumn , Issue , 1999, Pages 240-249

  Azzouzi, Mehdi ^a   Nabney, Ian T ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; BENCHMARKING; MARKETING; MARKOV PROCESSES; MATHEMATICAL MODELS; STATE SPACE METHODS; TIME SERIES ANALYSIS; VARIATIONAL TECHNIQUES;

FINANCIAL MARKETS; FINANCIAL TIME SERIES; SWITCHING STATE SPACE MODELS;

FINANCIAL DATA PROCESSING;

EID: 0032655279     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

References (17)