simplest example for Kalman Filter and Finance. - Filter a constant equity risk premium.
Пікірлер: 8
@henrikswedish3784 жыл бұрын
Very good presentation of Kalman filter
@CRAM-KIT4 жыл бұрын
many thanks for the feedback! I also like the visuals very much. I hope the older videos will soon be updated to follow the revised format of the presentation.... looking forward to receive more feedback on how to improve.