Hidden Markov models in finance

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書誌事項

タイトル
"Hidden Markov models in finance"
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Rogemar S. Mamon, Robert J. Elliott, editors
出版者
  • Springer
出版年月
  • c2014
書籍サイズ
25 cm

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注記

"Since the publication of our coedited monograph 'Hidden Markov models (HMM) in finance' by Springer in 2007, there has been substantial research in many areas of finance which employ HMM. It is the objective of this edited volume to present some updates on the current state of the field. "--Pref

Includes bibliographical references

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