| ▲ | KellyCriterion 3 hours ago | |
You could do a line extension of your product, like "Kalman Filter in Financial Markets" and sell additional copies :) | ||
| ▲ | alex_be 2 hours ago | parent [-] | |
That's an interesting idea. The Kalman filter is definitely used in finance, often together with time-series models like ARMA. I've been thinking about writing something, although it's a bit outside my usual engineering focus. The challenge would be to keep it intuitive and accessible without oversimplifying. Still, it could be an interesting direction to explore. | ||