Pages that link to "Item:Q3557589"
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The following pages link to Hidden Markov models for financial optimization problems (Q3557589):
Displaying 8 items.
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)
- Hidden Markov models in finance. Further developments and applications. Volume II (Q2014829) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
- PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050) (← links)
- Hidden Markov models for scenario generation (Q3534992) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models (Q5147625) (← links)