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R Martinelli
AUTHOR: R. Martinelli & N. RhoadsDATE: JAN 2010
Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads
ARTICLE SYNOPSIS...Predicting Market Data Using The Kalman Filter, Pt 2 by R. Martinelli & N. Rhoads
Can the Kalman filter be used to predict future price movement? In this second part of this series we answer this question.
Previously, we discussed the Kalman filter and
AUTHOR: R. Martinelli & N. RhoadsDATE: FEB 2010