PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS

DOI10.1142/S0219024902001493zbMath1107.91331MaRDI QIDQ3022050

Robert J. Elliott, Juri Hinz

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

hidden Markov models; portfolio optimization

Mathematics Subject Classification ID

91G10: Portfolio theory

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Cites Work

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• Hidden Markov Models for Speech Recognition