All ebooks by Robert J. Elliott in PDF and EPUB
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All ebooks by Robert J. Elliott in PDF and EPUB


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Download this eBook Hidden Markov Models in Finance
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Hidden Markov Models in Finance


Robert J. Elliott , Rogemar S. Mamon


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)...

Publication date: 2014-05-14
Format: ePub
Publisher: Springer
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£89,50

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