Cover Image

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

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...

Full description

Corporate Author: SpringerLink (Online service)
Other Authors: Mamon, Rogemar S. (Editor, http://id.loc.gov/vocabulary/relators/edt), Elliott, Robert J. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:International Series in Operations Research & Management Science, 209
Subjects:
Operations research.
Decision making.
Finance.
Probabilities.
Operations Research/Decision Theory.
Finance, general.
Probability Theory and Stochastic Processes.
Online Access:https://doi.org/10.1007/978-1-4899-7442-6

Internet

https://doi.org/10.1007/978-1-4899-7442-6

Similar Items