Clustering financial time series: new insights from an extended hidden Markov model (Q319224)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Clustering financial time series: new insights from an extended hidden Markov model |
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Clustering financial time series: new insights from an extended hidden Markov model (English)
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6 October 2016
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data mining
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hidden Markov model
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stock indexes
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latent class model
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regime-switching model
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