"Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics."

Hugh L. Christensen, James K. Murphy, Simon J. Godsill (2012)

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DOI: 10.1109/JSTSP.2012.2191532

access: closed

type: Journal Article

metadata version: 2020-07-09

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Hugh L. Christensen, James K. Murphy, Simon J. Godsill:
Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics. IEEE J. Sel. Top. Signal Process. 6(4): 366-380 (2012)

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