Adelaide Research & Scholarship
Browsing "Applied Mathematics" by Author Tsoi, A.
Showing results 1 to 4 of 4
Preview | Issue Date | Title | Author(s) |
| 2005 | Hidden Markov filter estimation of the occurrence time of an event in a financial market | Elliott, R.; Tsoi, A. |
| 2002 | HMM volatility estimation | Elliott, R.; Malcolm, W.; Tsoi, A.; Hitay Ozbay,; IEEE Conference on Decision and Control (41st : 2002 : Las Vegas, Nevada) |
| 2003 | Robust parameter estimation for asset price models with Markov modulated volatilities | Elliott, R.; Malcolm, W.; Tsoi, A. |
| 1999 | Short rate analysis and marked point processes | Elliott, R.; Tsoi, A.; Lui, S. |