Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2013

[Date Index] [Thread Index] [Author Index]

Search the Archive

Kalman Filter for Finance

  • To: mathgroup at smc.vnet.net
  • Subject: [mg131168] Kalman Filter for Finance
  • From: "tarpanelli at libero.it" <tarpanelli at libero.it>
  • Date: Sat, 15 Jun 2013 04:22:48 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • Delivered-to: l-mathgroup@wolfram.com
  • Delivered-to: mathgroup-outx@smc.vnet.net
  • Delivered-to: mathgroup-newsendx@smc.vnet.net
  • Reply-to: "tarpanelli at libero.it" <tarpanelli at libero.it>

Hello,
 
I would like to know if any of you had implemented a step-by-step Kalman Filter applied to commodity price.
If yes, could you pleas forward me or suggest me where can I find similar topic in wolfram web site,
 
thanks
P




  • Prev by Date: v9.0.1 lost the default settings
  • Next by Date: Calculation of a not so simple integral
  • Previous by thread: Re: v9.0.1 lost the default settings
  • Next by thread: Calculation of a not so simple integral