CUED Publications database

Forecasting high-frequency futures returns using online langevin dynamics

Christensen, HL and Murphy, J and Godsill, SJ (2012) Forecasting high-frequency futures returns using online langevin dynamics. IEEE Journal on Selected Topics in Signal Processing, 6. pp. 366-380. ISSN 1932-4553

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Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Cron Job
Date Deposited: 07 Mar 2014 11:29
Last Modified: 10 Mar 2014 16:28
DOI: