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: Paperback
Pages: 283
Edition: Softcover reprint of the original 1st ed. 2014
Publisher: Springer
Published: 23 Aug 2016
ISBN 10: 1489979670
ISBN 13: 9781489979674