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Tourism Stock Prices, Systemic Risk and Tourism Growth: A Kalman Filter with Prior Update DSGE-VAR Model.
David Alaminos
M. Belén Salas
Published in:
ICAISC (2) (2022)
Keyphrases
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machine learning
kalman filter
stock price
var model
object tracking
stock market
particle filter
mean shift
stock index futures
learning algorithm
impulse response
non stationary
three dimensional
stock exchange
neural network
multiscale
maximum a posteriori
risk management
financial data
portfolio optimization