Applications of Multivariate Time Series Analysis, Kalman Filter and Neural Networks in Estimating Capital Asset Pricing Model.
An ZengDan PanHaidong YangGuangqiang XiePublished in: IEA/AIE (2) (2014)
Keyphrases
- decision making
- kalman filter
- pricing model
- neural network
- real option
- kalman filtering
- fuzzy logic
- supply chain
- convertible bonds
- bi level
- particle filter
- dynamic pricing
- object tracking
- pattern recognition
- extended kalman filter
- state estimation
- artificial neural networks
- state space model
- mean shift
- empirical analysis
- back propagation
- particle filtering
- computational intelligence
- pricing mechanism
- update equations
- soft computing
- estimation process
- training algorithm
- neural network model
- dynamic programming
- search algorithm
- computer vision