by Rogemar S. Mamon (Editor), Robert J. Elliott (Editor)
This book offers cutting-edge research developments and applications of Hidden Markov Models (HMMs) to finance and closely allied fields. It will help readers to use HMMs to accurately and efficiently capture many of the processes in the financial market.
Format: Hardcover
Pages: 283
Edition: 2014
Publisher: Springer
Published: 15 May 2014
ISBN 10: 1489974415
ISBN 13: 9781489974419