Tracking a Financial Benchmark Using a Few Assets.

David D. Yao Shuzhong Zhang Xun Yu Zhou

Published in: Oper. Res. (2006)

Keyphrases

financial markets
real time
object tracking
kalman filter
decision making
real time tracking
visual tracking
motion analysis
benchmark suite
investment decisions
tracking accuracy
tracking framework
multi target tracking
short term
mean shift
image segmentation
real world