| Paper ID | SS-L2.2 |
| Paper Title |
A RECURSIVE BAYESIAN SOLUTION FOR THE EXCESS OVER THRESHOLD DISTRIBUTION WITH STOCHASTIC PARAMETERS |
| Authors |
Douglas Johnston, Farmingdale State College, United States; Petar Djuric, Stony Brook University, United States |
| Session | SS-L2: Signal Processing Methods for Finance Applications |
| Location | On-Demand |
| Session Time: | Tuesday, 05 May, 11:30 - 13:30 |
| Presentation Time: | Tuesday, 05 May, 11:50 - 12:10 |
| Presentation |
Lecture
|
| Topic |
Special Sessions: Signal Processing Methods for Finance Applications |
| IEEE Xplore Open Preview |
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| Virtual Presentation |
Click here to watch in the Virtual Conference |