Hidden Markov Models in Finance

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Mamon, Rogemar S. (Επιμελητής έκδοσης), Elliott, Robert J. (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US, 2007.
• Σειρά: International Series in Operations Research & Management Science, 104
• Θέματα: Business.; Management science.; Operations research.; Decision making.; Finance.; Mathematical models.; Probabilities.; Business and Management.; Operation Research/Decision Theory.; Finance, general.; Mathematical Modeling and Industrial Mathematics.; Probability Theory and Stochastic Processes.; Business and Management, general.; Operations Research, Management Science.

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 some special kinds of fi...