Pages that link to "Item:Q3534992"
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The following pages link to Hidden Markov models for scenario generation (Q3534992):
Displaying 3 items.
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- Regime switching volatility calibration by the Baum-Welch method (Q989132) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)