Examination on the Relationship between OVX and Crude Oil Price with Kalman Filter

Yanhui Chen, Yingchao Zou. Examination on the Relationship between OVX and Crude Oil Price with Kalman Filter. In Luiz Flávio Autran Monteiro Gomes, Raul Colcher, Peter Wolcott, Enrique Herrera-Viedma, Yong Shi, editors, Proceedings of the Third International Conference on Information Technology and Quantitative Management, ITQM 2015, Exploring Data Science in IT and Quantitative Management, Rio De Janeiro, Brazil, July 21-24, 2015. Volume 55 of Procedia Computer Science, pages 1359-1365, Elsevier, 2015. [doi]

Abstract

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