Filtering financial time series by least squares.
Adrian LetchfordJunbin GaoLihong ZhengPublished in: Int. J. Mach. Learn. Cybern. (2013)
Keyphrases
- financial time series
- least squares
- financial time series forecasting
- stock market
- financial data
- turning points
- non stationary
- stock exchange
- stock price
- parameter estimation
- exchange rate
- multivariate time series
- computer vision
- optical flow
- singular value decomposition
- stock returns
- information extraction
- random fields
- data mining
- privacy preserving
- long term