| 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 | | |
