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

researchr

You are not signed in
Sign in
Sign up

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]

runs on WebDSL