Technical Program

Paper Detail

Paper:FIN-O.1.3
Session:Signal and Information Processing for Finance and Business
Location:Verdun
Session Time:Thursday, November 16, 11:00 - 12:30
Presentation Time:Thursday, November 16, 11:36 - 11:54
Presentation:Oral
Symposium:Symposium on Signal and Information Processing for Finance and Business
Paper Title: Interactive Gaussian-Sum Filtering for Estimating Systematic Risk in Financial Econometrics
Authors: Arash Mohammadi; Concordia University 
 Xiao-Ping Zhang; Ryerson University 
 Konstantinos N. Plataniotis; University of Toronto