Shozo Mori, Kuo-Chu Chang, Hajime Takahashi, Chee Yee Chong. An application of interacting multiple model tracking method to financial modeling and asset allocation. In 18th International Conference on Information Fusion, FUSION 2015, Washington, DC, USA, July 6-9, 2015. pages 1906-1913, IEEE, 2015. [doi]
Abstract is missing.