STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE

Bachelor's

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Bibliographic Details
Main Author: TAN YI WEI
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204483
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Institution: National University of Singapore
id sg-nus-scholar.10635-204483
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spelling sg-nus-scholar.10635-2044832021-10-28T12:15:00Z STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE TAN YI WEI MATHEMATICS TONG XIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:08:09Z 2021-10-28T01:08:09Z 2019 TAN YI WEI (2019). STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204483
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
TAN YI WEI
author TAN YI WEI
spellingShingle TAN YI WEI
STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE
author_sort TAN YI WEI
title STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE
title_short STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE
title_full STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE
title_fullStr STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE
title_full_unstemmed STATE-SPACE MODELS AND KALMAN FILTER IN QUANTITATIVE FINANCE
title_sort state-space models and kalman filter in quantitative finance
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/204483
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