Kalman Filters and Neural Networks in Forecasting and Trading.
Georgios SermpinisChristian L. DunisJason LawsCharalampos StasinakisPublished in: EANN (2012)
Keyphrases
- kalman filter
- neural network
- foreign exchange
- kalman filtering
- pattern recognition
- particle filter
- state estimation
- backpropagation neural networks
- exchange rate
- short term
- particle filtering
- trading strategies
- mean shift
- object tracking
- rao blackwellized particle filter
- artificial neural networks
- back propagation
- electronic commerce
- prediction model
- neural network model
- electricity markets
- support vector regression
- robust tracking
- trading systems
- pairwise
- data analysis
- fault diagnosis
- early warning
- global motion
- stock exchange
- dynamic programming