Adaptive Filtering for Stochastic Volatility by using Exact Sampling.

Shin Ichi Aihara Arunabha Bagchi Saikat Saha

Published in: ICINCO (1) (2013)

Keyphrases

adaptive filtering
monte carlo
speech signal
denoising
adaptive filter
metropolis hastings
chinese stock market
stock market
filtering method
jump diffusion process
least mean square
stock price
exchange rate
digital images
high resolution
multiscale
garch model
high quality
image sequences
computer vision