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Starting on: Monday 23rd of April, 2012. Posted by: OptiRisk Systems.
The aim of this workshop is to introduce the theory underlying HMM, Kalman Filters and Particle Filters. The use of these methods in the calibration of dynamic state space models as well as in prediction of unobservable variables is also discussed.
Starting on: Tuesday 15th of May, 2012. Posted by: OptiRisk Systems.
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