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An Application of the Kalman Filter for Market Studies

Author

Listed:
  • Buºu Mihail

    (he Bucharest Academy of Economic Studies, Faculty of Management)

  • Cioacã Sorin

    (The Bucharest Academy of Economic Studies, Faculty of Finance and Banks)

Abstract

One method of isolating the useful signal from the noise is by using a soft- processor Kalman filter. There are many applications of how one could use a Kalman filter: using navigation systems, such as satellite or radio, and sonar tracking systems. The guidance systems in military applications is another use of Kalman filter. In the recent years, they form the basis of GPS, which is used for car guidance.

Suggested Citation

  • Buºu Mihail & Cioacã Sorin, 2013. "An Application of the Kalman Filter for Market Studies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 726-731, May.
    • Handle: RePEc:ovi:oviste:v:xii:y:2012:i:1:p:726-731
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    Cited by:

    1. Cristian BUSU & Mihail BUSU, 2016. "Analysis On The Satisfaction Degree Of Hotel Services Consumers In Romania," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 10(1), pages 28-37, November.

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    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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