Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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