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A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
Gan,Min, Chen,Long, Zhang,Chun Yang, Peng,Hui. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:  Gan,Min;  Chen,Long;  Zhang,Chun Yang;  Peng,Hui
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.4/3.7 | Submit date:2021/03/09
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
Gan M., Chen L., Zhang C.-Y., Peng H.. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite | TC[WOS]:1 TC[Scopus]:2 | Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
Adaptive sensor fault detection and identification using particle filter algorithms Journal article
Wei T., Huang Y., Chen C.L.P.. Adaptive sensor fault detection and identification using particle filter algorithms[J]. IEEE Transactions on Systems, Man and Cybernetics Part C: Applications and Reviews, 2009, 39(2), 201-213.
Authors:  Wei T.;  Huang Y.;  Chen C.L.P.
Favorite | TC[WOS]:33 TC[Scopus]:48 | Submit date:2019/02/11
Fault Detection And Isolation (Fdi)  Mixture Kalman Filter (Mkf)  Monte Carlo Technique  Particle Filter (Pf)  Sensor Failure  Sensor Validation  Stochasticm-algorithm (Sma)