Hidden Markov models in finance: further developments and applications, volume II
Date
2014
Authors
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Mamon, R.S.
Elliott, R.J.
Elliott, R.J.
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Book (edited)
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Abstract
Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.
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Copyright 2014 Springer Science+Business Media New York