Bayesian parameter estimation of Jump-Langevin systems for trend following in finance (2015)

First Author: Murphy J
Attributed to:  BTaRoT: Bayesian Tracking and Reasoning over Time funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1109/icassp.2015.7178747

Publication URI: http://dx.doi.org/10.1109/icassp.2015.7178747

Type: Conference/Paper/Proceeding/Abstract