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

• 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 : Imprint: Springer, 2014.
• Σειρά: International Series in Operations Research & Management Science, 209
• Θέματα: 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...