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

Editeur : Springer
Parution : 2014-05-14
Collection : International Series in Operations Research & Management Science
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Télécharger le livre :  Hidden Markov Models in Finance
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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...

Editeur : Springer
Parution : 2007-04-26
Collection : International Series in Operations Research & Management Science
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94,94