Hidden Markov Models in Finance Further Developments and Applications, Volume II /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Mamon, Rogemar S. (Editor), Elliott, Robert J. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US : Imprint: Springer, 2014.
• Series: International Series in Operations Research & Management Science, 209
• Subjects: Business.; Operations research.; Decision making.; Finance.; Probabilities.; Business and Management.; Operation Research/Decision Theory.; Finance, general.; Probability Theory and Stochastic Processes.

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) has become one of the hottest...