Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839)
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scientific article; zbMATH DE number 7362249
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| English | Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns |
scientific article; zbMATH DE number 7362249 |
Statements
Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (English)
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23 June 2021
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investment portfolio
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predictive control
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Markov switching vector autoregression
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hidden Markov chain
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0.7832233905792236
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0.7832232713699341
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0.7678729295730591
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0.7624512314796448
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