標(biāo)題: Titlebook: Hidden Markov Models in Finance; Further Developments Rogemar S. Mamon,Robert J. Elliott Book 2014 Springer Science+Business Media New York [打印本頁] 作者: 和尚吃肉片 時間: 2025-3-21 18:05
書目名稱Hidden Markov Models in Finance影響因子(影響力)
書目名稱Hidden Markov Models in Finance影響因子(影響力)學(xué)科排名
書目名稱Hidden Markov Models in Finance網(wǎng)絡(luò)公開度
書目名稱Hidden Markov Models in Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Hidden Markov Models in Finance被引頻次
書目名稱Hidden Markov Models in Finance被引頻次學(xué)科排名
書目名稱Hidden Markov Models in Finance年度引用
書目名稱Hidden Markov Models in Finance年度引用學(xué)科排名
書目名稱Hidden Markov Models in Finance讀者反饋
書目名稱Hidden Markov Models in Finance讀者反饋學(xué)科排名
作者: GULLY 時間: 2025-3-21 21:35
Christina Erlwein-Sayer,Peter Ruckdeschelrruption, (ii) a preventive approach which includes anti-corruption reforms, establishing anti-corruption institutions and building national integrity systems, and (iii) a pro-active and ethical values-based approach.作者: BUDGE 時間: 2025-3-22 03:52 作者: Apogee 時間: 2025-3-22 07:14 作者: 巫婆 時間: 2025-3-22 11:24
Hidden Markov Models in Finance978-1-4899-7442-6Series ISSN 0884-8289 Series E-ISSN 2214-7934 作者: 苦笑 時間: 2025-3-22 16:06 作者: Heterodoxy 時間: 2025-3-22 19:22 作者: 幼兒 時間: 2025-3-22 22:36
International Series in Operations Research & Management Sciencehttp://image.papertrans.cn/h/image/426112.jpg作者: Substance-Abuse 時間: 2025-3-23 03:46
0884-8289 s an accurate picture of core financial components by filter.Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use 作者: Respond 時間: 2025-3-23 05:33 作者: 龍卷風(fēng) 時間: 2025-3-23 10:30 作者: Formidable 時間: 2025-3-23 15:35
A Stochastic Approximation Approach for Trend-Following Trading,e the threshold levels. One of the main advantages of this approach is that one need not solve the associated HJB equations. We also establish the convergence of the algorithm and provide numerical examples to illustrate the results.作者: 殘忍 時間: 2025-3-23 20:53 作者: Wallow 時間: 2025-3-24 00:00 作者: 朋黨派系 時間: 2025-3-24 04:17 作者: engrave 時間: 2025-3-24 10:12 作者: 核心 時間: 2025-3-24 13:29
Leunglung Chanel of trust in the system, the population may abandon the system after a failure. Hence, any anti-fragile organization running a complex ICT system must maintain a high level of trust over time to keep their users after inevitable system failures.作者: Flatter 時間: 2025-3-24 16:43 作者: Hemiparesis 時間: 2025-3-24 21:00 作者: 不確定 時間: 2025-3-25 01:04 作者: Enzyme 時間: 2025-3-25 06:50
An Exact Formula for Pricing American Exchange Options with Regime Switching,of an American option. Then, we modify the result of Zhu and Chan (An analytic formula for pricing American options with regime switching. Submitted for publication, 2012), a closed-form analytical pricing formula for the American exchange option is given.作者: Magnitude 時間: 2025-3-25 10:09
Book 2014e has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for dec作者: FLIT 時間: 2025-3-25 15:05 作者: Expertise 時間: 2025-3-25 16:02
Christina Erlwein-Sayer,Peter Ruckdeschelrruption, (ii) a preventive approach which includes anti-corruption reforms, establishing anti-corruption institutions and building national integrity systems, and (iii) a pro-active and ethical values-based approach.作者: debase 時間: 2025-3-25 23:21
Craig A. Wilson,Robert J. Elliottt global, regional and national levels have been established. At international level, the United Nations Convention Against Corruption (UNCAC) has created an opportunity to develop a global language about corruption and a coherent implementation strategy, with the purpose of promoting and strengthen作者: Calculus 時間: 2025-3-26 00:36 作者: rods366 時間: 2025-3-26 06:50 作者: Prologue 時間: 2025-3-26 12:22
Faek Menla Ali,Fabio Spagnolo,Nicola Spagnolol mixtures. In contrast to synthetic pharmaceuticals based upon single compounds, many medicinal plants exert their beneficial pharmacological effects through synergistic or additive mechanisms of multiple active compounds acting at single or multiple cellular/tissue target sites associated with a p作者: 聯(lián)邦 時間: 2025-3-26 13:15 作者: 策略 時間: 2025-3-26 19:07 作者: HEAVY 時間: 2025-3-26 23:20 作者: dissent 時間: 2025-3-27 02:41
Leunglung Chan time, the organization is able to protect the user population from serious consequences of system failures and simultaneously provide digital services fulfilling the users’ changing needs. According to Chap.?., failures are inevitable in a complex ICT system. Unless a user population has a high lev作者: 傻 時間: 2025-3-27 08:07
Xiaojing Xi,Rogemar S. Mamonmplex adaptive systems and argues that traditional risk analyses cannot predict all future incidents with major impacts. To avoid unacceptable events, it is necessary to establish and operate?.anti-fragile.?ICT systems that limit the impact of all incidents, and which learn from small-impact inciden作者: 持續(xù) 時間: 2025-3-27 12:38
Luka Jalen,Rogemar S. Mamonloped in the two previous chapters. According to the fail fast principle, it is necessary to learn from failures in complex adaptive systems when the impact of the failures are still small. In the case of infectious malware epidemics, once malware is detected on a node in a networked system, other n作者: Offstage 時間: 2025-3-27 15:19
Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM, HMM framework, parameters of the model are guided by a Markov chain in discrete time, parameters of the asset returns are therefore able to switch between different regimes. The parameters are estimated through an on-line algorithm, which utilizes incoming information from the market and leads to a作者: FLACK 時間: 2025-3-27 19:20 作者: 暗諷 時間: 2025-3-28 00:04
An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk,e representation of Markov regime shifts that elucidates the effects of regime shifts on the yield curve and gives a clear interpretation of regime-switching risk premiums. The model falls within the broad class of essentially affine models with a closed form solution of the yield curve, yet it is f作者: 我們的面粉 時間: 2025-3-28 04:01
The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension,) may be extended in a way that not only takes into account sudden market shocks without long-term effects, but also allows for structural breaks and changes in the overall economic climate. This is achieved by substituting the simple diffusion process of the original LIBOR Market model by a Markov-作者: Magnitude 時間: 2025-3-28 07:14
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach,ed for Canada, the euro area, Japan and the UK exchange rates . the US dollar. Our results suggest that the relationship between net portfolio flows and exchange rate changes is nonlinear for all currencies considered but Canada.作者: 香料 時間: 2025-3-28 12:41
Hedging Costs for Variable Annuities Under Regime-Switching,, yielding two weakly coupled systems of partial differential equations (PDEs): the pricing and utility systems. The utility system is used to generate policyholder withdrawal behaviour, which is in turn fed into the pricing system as a means to determine the cost of hedging the contract. This appro作者: 重疊 時間: 2025-3-28 18:19 作者: indoctrinate 時間: 2025-3-28 21:33 作者: 收集 時間: 2025-3-29 00:13 作者: Costume 時間: 2025-3-29 03:45
Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility,olatilities of asset’s log-returns are governed by a second-order Markov chain in discrete time. WHMM enriches the usual HMM by incorporating more information from the past thereby capturing presence of memory in the underlying market state. A filtering technique in conjunction with the Expectation-作者: 弄污 時間: 2025-3-29 09:26
