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- W2754258496 abstract "Stochastic filtering methods have found many applications, from Space Shuttles to self-driving cars. In this chapter we shall review some classical and modern filtering algorithms and show how they can be used in finance, especially electronic trading, to estimate and forecast econometric models, stochastic volatility and term structure of risky bonds. We shall discuss the practicalities, such as outlier filtering, parameter estimation, and diagnostics." @default.
- W2754258496 created "2017-09-25" @default.
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- W2754258496 date "2017-01-01" @default.
- W2754258496 modified "2023-10-18" @default.
- W2754258496 title "Stochastic Filtering Methods in Electronic Trading" @default.
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- W2754258496 doi "https://doi.org/10.1007/978-3-319-61282-9_28" @default.
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