Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets - researchr publication authors

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David Edelman. Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 187-195, Springer, 2008. [doi]

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