Hidden Markov models for financial optimization problems (Q3557589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hidden Markov models for financial optimization problems |
scientific article |
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Hidden Markov models for financial optimization problems (English)
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23 April 2010
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scenario generation
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asset pricing
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hidden Markov models
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extreme events
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stability
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conditional value at risk
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