Article View: sci.math.stat
Article #317Stochastic Kernel Estimation?
From: Joseph Alotta
Date: Thu, 10 Sep 1992 14:34
Date: Thu, 10 Sep 1992 14:34
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1353 bytes
I ran into a friend who said he interviewed with a fairly successful investment company. They told him they were using stochastic kernel estimation to forecast prices of stocks. ( There is a good chance they could be lying. ) This peaked my interest, and I would like to know if any one out there knows more about this methodology. I understand using the kernel function to smooth a series as part of the cubic spline method. Is there something more to this? cheers, joe. -- ============================================================== ! joe alotta jja@fnbc.com ! ! (312) 732-3439 ! ! ! ! "The main thing is to keep the main thing the main thing." ! ! George Sweeney ! ==============================================================
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Newsgroups: sci.math.stat,sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!psinntp!juliet!news From: jja@fnbc.com (Joseph Alotta) Subject: Stochastic Kernel Estimation? Message-ID: <1992Sep10.143448.19562@fnbc.com> Sender: news@fnbc.com Organization: First National Bank Of Chicago, Chicago IL, USA Date: Thu, 10 Sep 92 14:34:48 GMT Lines: 23