Thanassis Tiropanis

University of Southampton

Dr

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

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Scholarly Papers (1)

1.

Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags

Number of pages: 15 Posted: 23 Sep 2014 Last Revised: 24 Sep 2014
Paul Gaskell, Frank McGroarty and Thanassis Tiropanis
University of Southampton, University of Southampton - Southampton Business School and University of Southampton
Downloads 64 (627,771)

Abstract:

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forecasting, lead lag, Bayes theorm, state space models, finance