Style analysis with particle filtering and generalized simulated annealing
Takaya Fukui, Seisho Sato and Akihiko Takahashi
| Year of publication: |
June-September 2017
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| Authors: | Fukui, Takaya ; Sato, Seisho ; Takahashi, Akihiko |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 2/3, p. 1-29
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| Subject: | Style analysis | particle filtering | Monte Carlo filter | generalized simulated annealing | mutual fund | state space model | Theorie | Theory | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Investmentfonds | Investment Fund | Zeitreihenanalyse | Time series analysis | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786317500372 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011778283