Particle filtering-based maximum likelihood estimation for financial parameter estimation

Jinzhe Yang, Binghuan Lin, Wayne Luk, Terence Nahar

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

    1 Citation (Scopus)
    Translated title of the contributionParticle filtering-based maximum likelihood estimation for financial parameter estimation
    Original languageEnglish
    Title of host publication2014 24th International Conference on Field Programmable Logic and Applications (FPL), 2-4 Sept. 2014, Munich
    PublisherIEEE
    Pages1-4
    Number of pages4
    DOIs
    Publication statusPublished - 2014
    Publication typeA4 Article in conference proceedings
    EventInternational conference on field programmable logic and applications -
    Duration: 1 Jan 2014 → …

    Conference

    ConferenceInternational conference on field programmable logic and applications
    Period1/01/14 → …

    Publication forum classification

    • Publication forum level 1

    Cite this