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Topic: Kalman Filter for Finance
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Paolo Tarpanelli

Posts: 49
Registered: 1/9/06
Kalman Filter for Finance
Posted: Jun 15, 2013 4:15 AM
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I would like to know if any of you had implemented a step-by-step Kalman Filter applied to commodity price.
If yes, could you pleas forward me or suggest me where can I find similar topic in wolfram web site,


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