The original signal (green) built using 300 observations in-sample, and then applied to 30 out-of-sample observations. A high-order approximation to the target symmetric filter is plotted in gray.
Adaptive Filtering
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading
Combining Computational Methodologies for Real-Time Learning and Signal Extraction
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading 
