Fast filter in non-linear systems with application to stochastic volatility model.
Stéphane DerrodeWojciech PieczynskiPublished in: EUSIPCO (2014)
Keyphrases
- computational model
- management system
- simulation model
- computational models
- experimental data
- mathematical model
- modeling method
- long term
- conceptual model
- parameter estimation
- statistical model
- stochastic process
- learning algorithm
- prediction model
- neural network model
- computer systems
- distributed systems
- probabilistic model
- cost function
- prior knowledge
- objective function
- bayesian networks
- information systems