Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets.
Eric BenhamouPublished in: CoRR (2018)
Keyphrases
- kalman filter
- financial markets
- probabilistic graphical models
- kalman filtering
- particle filter
- object tracking
- mean shift
- graphical models
- stock price
- higher order
- stock market
- particle filtering
- risk management
- random variables
- first order logic
- belief propagation
- visual tracking
- artificial neural networks
- image processing