Remember me

Register  |   Lost password?










'event' related content

Help matching 'event':
Content with tags matching 'event':

758 days ago - Hedge Fund Law Blog

875 days ago - Hedge Fund Law Blog

890 days ago - HFI Features

917 days ago - Elgg Blog: Elgg.org - An open source social networking engine

932 days ago - Elgg Blog: Elgg.org - An open source social networking engine

973 days ago - Hedge Fund Law Blog

1529 days ago - Google Alerts - "Serco Group"

1529 days ago - Google Alerts - "Serco Group"

1529 days ago - Google Alerts - "Serco Group"

Event: Application of Hidden Markov Models and Filters to Financial Time Series Data

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.