Pages that link to "Item:Q2862422"
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The following pages link to An examination of HMM-based investment strategies for asset allocation (Q2862422):
Displaying 11 items.
- Putting a price tag on temperature (Q1616809) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)
- Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM (Q4562474) (← links)
- Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (Q4562483) (← links)
- Parameter Estimation in a Regime-Switching Model with Non-normal Noise (Q4562484) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- Modelling and filtering for dynamic investment in the precious-metals market (Q5044142) (← links)
- Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (Q6576843) (← links)
