"Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage ..."

David Edelman (2008)

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DOI: 10.1007/978-3-540-77477-8_10

access: closed

type: Part in Book or Collection

metadata version: 2017-05-16

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David Edelman:
Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets. Natural Computing in Computational Finance 2008: 187-195

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