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Multi-factor models and signal proce...

Darolles, Serge.

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Multi-factor models and signal processing techniques = application to quantitative finance /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Multi-factor models and signal processing techniques/ Serge Darolles, Patrick Duvaut, Emmanuelle Jay.
Reminder of title:	application to quantitative finance /
Author:	Darolles, Serge.
other author:	Duvaut, Patrick.
Published:	Hoboken :Wiley ; : 2013.,
Description:	1 online resource (xxiii, 162 p.) :ill.
[NT 15003449]:	Factor Models and General Definition / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Factor Selection / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- A Regularized Kalman Filter (rgKF) for Spiky Data / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Some Probability Densities -- Supplemental Images.
Subject:	Factor analysis. -
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781118577387
ISBN:	9781118577387 (electronic bk.)

Multi-factor models and signal processing techniques = application to quantitative finance /
Darolles, Serge.

Multi-factor models and signal processing techniquesapplication to quantitative finance /[electronic resource] :Serge Darolles, Patrick Duvaut, Emmanuelle Jay. - Hoboken :Wiley ;2013. - 1 online resource (xxiii, 162 p.) :ill.

Includes bibliographical references and index (p. 143-152).

Factor Models and General Definition / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Factor Selection / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- A Regularized Kalman Filter (rgKF) for Spiky Data / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Some Probability Densities -- Supplemental Images.

ISBN: 9781118577387 (electronic bk.)Subjects--Topical Terms:

529885
Factor analysis.

LC Class. No.: QA278.5

Dewey Class. No.: 519.5/354

Multi-factor models and signal processing techniques = application to quantitative finance /
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020 $a 9781118577387 (electronic bk.)
020 $a 1118577388 (electronic bk.)
020 $a 9781118577400 (electronic bk.)
020 $z 9781848214194
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100 1 $a Darolles, Serge. $3 2147909
245 1 0 $a Multi-factor models and signal processing techniques $h [electronic resource] : $b application to quantitative finance / $c Serge Darolles, Patrick Duvaut, Emmanuelle Jay.
260 $a Hoboken : $b Wiley ; $a London : $b ISTE, $c 2013.
300 $a 1 online resource (xxiii, 162 p.) : $b ill.
504 $a Includes bibliographical references and index (p. 143-152).
505 0 $a Factor Models and General Definition / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Factor Selection / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- A Regularized Kalman Filter (rgKF) for Spiky Data / Serge Darolles, Patrick Duvaut, Emmanuelle Jay -- Some Probability Densities -- Supplemental Images.
588 $a Description based on online resource; title from PDF title page (Wiley, viewed Aug. 14, 2013).
650 0 $a Factor analysis. $3 529885
650 0 $a Signal processing $x Mathematics. $3 579697
700 1 $a Duvaut, Patrick. $3 2147910
700 1 $a Jay, Emmanuelle. $3 2147911
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118577387