Tracking Volatility.

L. Goldentayer Fima C. Klebaner R. Sh. Liptser

Published in: Probl. Inf. Transm. (2005)

Keyphrases

object tracking
kalman filter
real time
appearance model
visual tracking
particle filtering
particle filter
motion tracking
target tracking
stock price
mean shift
robust tracking
partial occlusion
stock market
motion model
three dimensional
case study
information systems
computer vision
data sets