Detecting Regime Change in Computational Finance
Detecting Regime Change in Computational Finance
Details
- OL Work ID
- OL21703346W
Subjects
Financial engineeringMethodologyFinanceMathematical modelsStocksPricesHidden Markov modelsExpectation-maximization algorithmsIngénierie financièreMéthodologieFinancesModèles mathématiquesActions (Titres de société)PrixModèles de Markov cachésAlgorithmes EMMATHEMATICS / ArithmeticCOMPUTERS / Machine Theory