MathGroup Archive 2013

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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)
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  • 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




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