Selected article for: "Kalman filter and SEIR model"

Author: Chan, Calvin Wang Han Kong Ying Jian Wu Lin
Title: An analysis of COVID-19 impacts on S&P 500 and FinTech index
  • Cord-id: yc1g6vcp
  • Document date: 2021_1_1
  • ID: yc1g6vcp
    Snippet: COVID-19 developed into an extremely serious pandemic by the middle of 2020. It has caused enormous negative impacts such as a crush to the global market. In this study, we tested the correlation between COVID-19 and stock market in a more intuitive way with the COVID-19 transmission rate and recovery rate. They were generated by using Unscented Kalman Filter method incorporated with SEIR model. Since the Unscented Kalman Filter method analyzes data at daily intervals, we can study the trend of
    Document: COVID-19 developed into an extremely serious pandemic by the middle of 2020. It has caused enormous negative impacts such as a crush to the global market. In this study, we tested the correlation between COVID-19 and stock market in a more intuitive way with the COVID-19 transmission rate and recovery rate. They were generated by using Unscented Kalman Filter method incorporated with SEIR model. Since the Unscented Kalman Filter method analyzes data at daily intervals, we can study the trend of COVID-19 development and the fund index rate change in detail.

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