Particle filters and Bayesian inference in financial econometrics

Mathematics

• Particle Filter 94%
• Econometrics 72%
• Bayesian inference 69%
• Filter 50%
• Learning 29%
• Parameter Learning 26%
• Bootstrap 22%
• Recursion 15%
• Sequential Monte Carlo Methods 12%
• Dynamic Linear Models 12%
• Review 11%
• Sequential Monte Carlo 11%
• Financial Time Series 11%
• Kalman Filter 10%
• State-space Model 9%
• Time Series Analysis 9%
• Linearity 8%
• Community 8%
• Sort 8%
• Linear Space 8%
• Normality 7%
• Linear Model 7%
• Closed-form 6%
• Distinct 5%
• Standards 4%

Business & Economics

• Particle Filter 100%
• Bayesian Inference 95%
• Financial Econometrics 94%
• Filter 59%
• Bootstrap 34%
• Particles 22%
• Recursion 21%
• State-space Model 14%
• Time Series Analysis 12%
• Dynamic Linear Models 12%
• Time Series Econometrics 11%
• Linearity 10%
• Kalman Filter 9%
• Monte Carlo Method 9%
• Normality 9%
• Financial Time Series 9%

Engineering & Materials Science

• Time series analysis 40%
• Monte Carlo methods 34%
• Kalman filters 30%