Zeng An, Pan Dan, Haidong Yang, Guangqiang Xie. Applications of Multivariate Time Series Analysis, Kalman Filter and Neural Networks in Estimating Capital Asset Pricing Model. In Moonis Ali, Jeng-Shyang Pan, Shyi-Ming Chen, Mong-Fong Horng, editors, Modern Advances in Applied Intelligence - 27th International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2014, Kaohsiung, Taiwan, June 3-6, 2014, Proceedings, Part II. Volume 8482 of Lecture Notes in Computer Science, pages 507-516, Springer, 2014. [doi]
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