Adelaide Research & Scholarship: Search

Search

Results 1-7 of 7 (Search time: 0.002 seconds).

Item hits:

Issue Date	Title	Author(s)
2002	Portfolio optimization, hidden Markov models, and technical analysis of P and F charts	Elliott, R.; Hinz, J.
2002	Using the Hull and White two factor model in bank treasury risk management	Elliott, R.; Van Der Hoek, J.; Geman, H.; Madan, D.; Pliska, S.; Vorst, T.
2002	HMM volatility estimation	Elliott, R.; Malcolm, W.; Tsoi, A.; Hitay Ozbay,; IEEE Conference on Decision and Control (41st : 2002 : Las Vegas, Nevada)
2002	On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics	Elliott, R.; Ford, J.; Moore, J.
2002	A mixed MAP/MLSE receiver for convolutional coded signals transmitted over a fading channel	White, L.; Elliott, R.
2002	Robust continuous-time smoothers without two-sided stochastic integrals	Krishnamurthy, V.; Elliott, R.
2002	American options with regime switching	Buffington, J.; Elliott, R.