Pinzhang Wang

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Top Topics

Articulated Body

Discrete Wavelet Transform

High Frequencies

Particle Filtering

Top Venues

Publications

Pinzhang Wang, Lin Li, Simon J. Godsill
Particle Filtering and Inference for Limit Order Books in High Frequency Finance. ICASSP (2018)