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Will Gu

Used to be in Credit Market and Data Science. Now Crypto.

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Top posts (6) All Questions Answers | Votes Newest

3 Reflect data quality in Kalman filter Feb 1 '17
1 Gaussian assumption in Kalman filter Feb 9 '17
1 Skewed and fat-tailed error process in Kalman filter Jan 11 '17
0 Noise covariance matrix in Kalman filter Jan 10 '17
0 Prior and posterior of the Q matrix in Kalman filter Apr 10 '17
0 Prior and posterior of the Q matrix in Kalman filter Apr 11 '17

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