Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839)

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Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns
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    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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