HMM based scenario generation for an investment optimisation problem

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Publication:1931635

DOI10.1007/s10479-011-0865-8zbMath1254.91763OpenAlexW2153836606MaRDI QIDQ1931635

Diana Roman, Christina Erlwein, Gautam Mitra

Publication date: 15 January 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/7491




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