Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance
Year of publication: |
2008
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Authors: | Fliess, Michel ; Join, Cédric |
Institutions: | HAL |
Subject: | Time series | identification | estimation | trends | noises | model-free forecasting | mathematical finance | technical analysis | heteroscedasticity | volatility | foreign exchange rates | linear difference equations | $\mathcal{Z}$-transform | algebra |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/inria-00338099/en/ Published - Presented, IAR-ACD08 (23rd IAR Workshop on Advanced Control and Diagnosis), 2008, Coventry, United Kingdom |
Source: |
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