Bayesian parameter estimation of Jump-Langevin systems for trend following in finance - researchr publication authors

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James Murphy, Simon J. Godsill. Bayesian parameter estimation of Jump-Langevin systems for trend following in finance. In 2015 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2015, South Brisbane, Queensland, Australia, April 19-24, 2015. pages 4125-4129, IEEE, 2015. [doi]

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