位置：成果数据库 > 会议 > 会议详情页
Examination on the Relationship between OVX and Crude Oil Price with Kalman Filter
  • 所属机构名称：北京化工大学
  • 会议名称：3rd International Conference on Information Technology and Quantitative Management, ITQM 2015
  • 时间：2015.7.21
  • 成果类型：会议
  • 相关项目：基于多尺度分析的国际汇率价格预测研究
同会议论文项目
基于多尺度分析的国际汇率价格预测研究
期刊论文 18 会议论文 12 获奖 1
同项目会议论文
EMD based value at risk estimate algorithm for electricity markets
A Curvelet based Approach to Time Series Forecasting
EMD Copula based Value at Risk Estimates for Electricity Markets
Wavelet based Approach for Exchange Rate Portfolio Value at Risk Estimation
Exchange Rate Forecasting using Multiscale Vector Autoregressive Model
Evaluating the performance of Exchange Traded Funds in the Emerging Markets
Modeling Exchange Traded Funds Portfolio using Optimization Model
Agent based simulation approach for managing communicative competence in public emergence event
Multivariate EMD based Portfolio Value at Risk Estimate for Electricity Markets
A behavioral finance analysis on ETF investment behavior
Multiscale fractal analysis of electricity markets