Hidden Markov Models in Finance
Gebundenes Buch

Hidden Markov Models in Finance

Further Developments and Applications, Volume II

Herausgegeben: Mamon, Rogemar S.; Elliott, Robert J.
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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) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors' Hidden Markov Models in Finance (2007), this offer...