Forecasting of commodities prices using a multi-factor PDE model and Kalman filtering

Gerasimos G. Rigatos, Pierluigi Siano, Taniya Ghosh, Yi Ding. Forecasting of commodities prices using a multi-factor PDE model and Kalman filtering. IET Cyper-Phys. Syst.: Theory & Appl., 3(4):232-245, 2019. [doi]

Abstract

Abstract is missing.