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Filtering without recursion and some of its uses in financial economic

Publication: Filtering without recursion and some of its uses in financial economics. Published Sep 7, 2026.

Research & Papers
arxiv.orgPublished Sep 7, 2026
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Overview

Publication: Filtering without recursion and some of its uses in financial economics. Published Sep 7, 2026.

Publication information

Publication title
Filtering without recursion and some of its uses in financial economics
Authors
Simon Donker van Heel, Neil Shephard
Published
Sep 7, 2026
Last publication revision
Sep 7, 2026
Subject areas
econ.EM, q-fin.ST, stat.ME
Publication source
arxiv.org · abs/2609.07207v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2609.07207 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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