Technical Program
Paper Detail
| Paper: | SS-L6.3 | ||
| Session: | Financial Signal Processing and Electronic Trading | ||
| Location: | Room 110 | ||
| Session Time: | Thursday, May 30, 15:20 - 17:20 | ||
| Presentation Time: | Thursday, May 30, 16:00 - 16:20 | ||
| Presentation: | Lecture | ||
| Topic: | Special Sessions: Financial Signal Processing and Electronic Trading | ||
| Paper Title: | LOCALLY STATIONARY VECTOR PROCESSES AND ADAPTIVE MULTIVARIATE MODELING | ||
| Authors: | David S. Matteson, Nicholas A. James, William B. Nicholson, Louis C. Segalini, Cornell University, United States | ||