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Modeling Capital Market with Financial Signal Processing
Market Uncertainty and Volatility – Formatting Dynamic Strategies into Strategic Curves: Adaptive Futures ... 1). static regression Si = Γ(Ri-L+1, …, Ri) dynamic auto-regression Ri+1 = ri + µ(Ri-L+1, …, Ri) + ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models