The University of Southampton
University of Southampton Institutional Repository

Forecasting competitive events with the Kalman filter

Forecasting competitive events with the Kalman filter
Forecasting competitive events with the Kalman filter
McDonald, D.C.J.
d86111af-294a-42ae-b0ca-0d31208fbfd7
Ma, T.
1f591849-f17c-4209-9f42-e6587b499bae
Sung, M.
2114f823-bc7f-4306-a775-67aee413aa03
Johnson, J.E.V.
6d9f1a51-38a8-4011-a792-bfc82040fac4
McDonald, D.C.J.
d86111af-294a-42ae-b0ca-0d31208fbfd7
Ma, T.
1f591849-f17c-4209-9f42-e6587b499bae
Sung, M.
2114f823-bc7f-4306-a775-67aee413aa03
Johnson, J.E.V.
6d9f1a51-38a8-4011-a792-bfc82040fac4

McDonald, D.C.J., Ma, T., Sung, M. and Johnson, J.E.V. (2014) Forecasting competitive events with the Kalman filter. 34th International Symposium on Forecasting, Rotterdam, Netherlands. 28 Jun - 01 Jul 2014.

Record type: Conference or Workshop Item (Paper)

This record has no associated files available for download.

More information

e-pub ahead of print date: July 2014
Venue - Dates: 34th International Symposium on Forecasting, Rotterdam, Netherlands, 2014-06-28 - 2014-07-01
Organisations: Centre of Excellence for International Banking, Finance & Accounting

Identifiers

Local EPrints ID: 366699
URI: http://eprints.soton.ac.uk/id/eprint/366699
PURE UUID: 4f21aa08-4b98-4fcf-b036-39af797ad726
ORCID for M. Sung: ORCID iD orcid.org/0000-0002-2278-6185

Catalogue record

Date deposited: 08 Jul 2014 10:56
Last modified: 12 Dec 2021 03:27

Export record

Contributors

Author: D.C.J. McDonald
Author: T. Ma
Author: M. Sung ORCID iD
Author: J.E.V. Johnson

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×