Pattern recognition using hidden Markov models in financial time series

DOI10.12697/ACUTM.2017.21.02zbMATH Open1417.91574OpenAlexW2729110484MaRDI QIDQ4978320

Sara Rebagliati, Emanuela Sasso

Publication date: 10 August 2017

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12697/acutm.2017.21.02

zbMATH Keywords

pattern recognitionhidden Markov modelsfinancial time seriesautomated trading system

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Actuarial science and mathematical finance (91G99)

Related Items (1)

Hidden Markov models for financial optimization problems

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