Adaptive Kalman Filters (AKFs) are well known for their navigational applications. This work
bridges the gap in the evolution of AKFs to handle parameter inconsistency problems with …

Time Series (TS) data often exhibits a cyclical pattern. Security indices time series data is not
an exception to that. Three forms of Indian security indices data are studied here for …

Stock markets play a pivotal role in the economic and commercial development of a country.
Stock markets are subject to sharp price volatility. This, in turn, transforms to high risk for the …

Kalman filter (KF) provides optimal beta estimate with linear models where the noise
covariances are known a priori. Noise covariance adaptation-based adaptive KFs (AKFs) …

Inclusion of market noise is a common assumption in financial time series analysis. Removal
of such noise significantly improves the forecasting performance of a model. This paper has …

Inclusion of market noise is a common assumption in financial time series analysis. Removal
of such noise significantly improves the forecasting performance of a model. This paper has …

This paper surveys the techniques for char-acterization of financial system, evolved over the
years, with the objective that these techniques are expected to be useful in engineering …