Rapid detection of the switching point in a financial market structure using the particle filter (Q5219476)
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scientific article; zbMATH DE number 7179575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rapid detection of the switching point in a financial market structure using the particle filter |
scientific article; zbMATH DE number 7179575 |
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Rapid detection of the switching point in a financial market structure using the particle filter (English)
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12 March 2020
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particle filter
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foreign exchange market
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PUCK model
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