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@inproceedings{DBLP:conf/wea2/CipraHC18,
  author       = {Tom{\'{a}}s Cipra and
                  Radek Hendrych and
                  Michal Cern{\'{y}}},
  editor       = {Juan Carlos Figueroa{-}Garc{\'{\i}}a and
                  Eduyn Ramiro L{\'{o}}pez{-}Santana and
                  Jos{\'{e}} Ignacio Rodr{\'{\i}}guez Molano},
  title        = {Robust Kalman Filter for High-Frequency Financial Data},
  booktitle    = {Applied Computer Sciences in Engineering - 5th Workshop on Engineering
                  Applications, {WEA} 2018, Medell{\'{\i}}n, Colombia, October
                  17-19, 2018, Proceedings, Part {I}},
  series       = {Communications in Computer and Information Science},
  volume       = {915},
  pages        = {42--54},
  publisher    = {Springer},
  year         = {2018},
  url          = {https://doi.org/10.1007/978-3-030-00350-0\_4},
  doi          = {10.1007/978-3-030-00350-0\_4},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/conf/wea2/CipraHC18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}