tag:blogger.com,1999:blog-107568321062020427.post7871949398504861597..comments2017-04-28T05:01:21.002-07:00Comments on Intelligent Trading: Review: Machine Learning An Algorithmic Perspective 2nd EditionIntelligent Tradinghttp://www.blogger.com/profile/17765336450326139518noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-107568321062020427.post-31558818002249273702015-04-03T13:30:13.359-07:002015-04-03T13:30:13.359-07:00I remember Particle Filters from Sebastian Thrun&#...I remember Particle Filters from Sebastian Thrun's self-driving car course. But as I remember them, they were an alternative to Kalman filters, which are known to be not all that great with financial time series.quantstrattraderhttps://quantstrattrader.wordpress.com/noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-48035203602394076552015-04-03T08:47:54.878-07:002015-04-03T08:47:54.878-07:00I've yet to find an example where a particle f...I've yet to find an example where a particle filter gives one that much edge over a linear or non linear Kalman filter.Anonymousnoreply@blogger.com