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Applications of Statistical Engineering Tools in Financial Time Series

 

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  • Product Description
 

Statistical engineering has capabilities. In this note, we (Reza Habibi) survey the application of statistical engineering in financial time series. The first chapter considers the filtering of a diffusion process. The second chapter is designed to study the adaptive filter and its applications. The third chapter studies the Wiener system structure. State space models and system stability are considered in chapters 4 and 5. Re-sampling methods are applied in change point detection in a financial time series in chapter 6. Genetic algorithms, Kalman filter and Neural networks are studied in the remaining chapters.

Product Specifications
SKU :COC67724
AuthorReza Habibi
LanguageEnglish
BindingPaperback
Number of Pages52
Publishing Year2013-02-05T00:00:00.000
ISBN9783659340536
Edition1 st
Book TypeMathematics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00