Pages that link to "Item:Q2434780"
From MaRDI portal
The following pages link to A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780):
Displaying 11 items.
- Dynamic allocations for currency futures under switching regimes signals (Q323115) (← links)
- Strategic asset allocation under a fractional hidden Markov model (Q479173) (← links)
- An M-ary detection approach for asset allocation (Q660845) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- A high-order Markov-switching model for risk measurement (Q980081) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)
- Analysis of exchange rates as time-inhomogeneous Markov chain with finite states (Q2138332) (← links)
- An examination of HMM-based investment strategies for asset allocation (Q2862422) (← links)
- Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM (Q4562474) (← links)
- Modelling and filtering for dynamic investment in the precious-metals market (Q5044142) (← links)