| 書(shū)目名稱 | Hidden Markov Models in Finance | | 副標(biāo)題 | Further Developments | | 編輯 | Rogemar S. Mamon,Robert J. Elliott | | 視頻video | http://file.papertrans.cn/427/426112/426112.mp4 | | 概述 | Offers cutting-edge research developments and applications of Hidden Markov Models (HMMs) to finance and other closely allied fields.Provides an accurate picture of core financial components by filter | | 叢書(shū)名稱 | International Series in Operations Research & Management Science | | 圖書(shū)封面 |  | | 描述 | .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 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 decision making solutions to the financial problems of global markets. As the follow-up to the authors’ .Hidden Markov Models in Finance. (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk..Hidden Markov Models in Finance: Further Developments and Applications, Volume II. presents recent applications and case studies | | 出版日期 | Book 2014 | | 關(guān)鍵詞 | Asset Allocation; Fixed Income Instruments; Hidden Markov Models (HMMs); Interest Rate Theory; Markov Mo | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4899-7442-6 | | isbn_softcover | 978-1-4899-7967-4 | | isbn_ebook | 978-1-4899-7442-6Series ISSN 0884-8289 Series E-ISSN 2214-7934 | | issn_series | 0884-8289 | | copyright | Springer Science+Business Media New York 2014 |
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