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"A combination forecasting model using machine learning and Kalman filter ..."

Jarley Palmeira Nóbrega, Adriano L. I. Oliveira (2014)

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DOI: 10.1109/SMC.2014.6974093

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-05

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Jarley Palmeira Nóbrega, Adriano L. I. Oliveira:
A combination forecasting model using machine learning and Kalman filter for statistical arbitrage. SMC 2014: 1294-1299

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