Forecasting financial time series using linear predictive filters
Forecasting financial time series is regarded as one of the most challenging applications of time series prediction due to their dynamic nature. However, it is the fundamental element of most investment activities thus attracting the attention of practitioners and researchers for many decades. The p...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
Imperial College London
2013
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.574041 |