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Applications of Multivariate Time Series Analysis, Kalman Filter and Neural Networks in Estimating Capital Asset Pricing Model

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]

Authors

Zeng An

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Pan Dan

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Haidong Yang

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Guangqiang Xie

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