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Télécharger le livre :  Hidden Markov Models in Finance
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Hidden Markov Models in Finance


Robert J. Elliott , Rogemar S. Mamon


Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs)...

Parution : 2014-05-14
Format(s) : ePub
Éditeur : Springer
J'achète
96,29
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Hidden Markov Models in Finance


Robert J Elliott , Rogemar S. Mamon


A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to...

Parution : 2007-04-26
Format(s) : PDF
Éditeur : Springer
J'achète
96,29

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