Pattern recognition using hidden Markov models in financial time series

DOI10.12697/ACUTM.2017.21.02MaRDI QIDQ4978320zbMATH OpenOpenAlexFDO

Authors Sara Rebagliati, Emanuela Sasso

Publication date 10 August 2017

Published in Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12697/acutm.2017.21.02

zbMATH Keywords

automated trading systemfinancial time serieshidden Markov modelspattern recognition

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Actuarial science and mathematical finance (91G99)

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