Hidden Markov Models In Finance
Download Hidden Markov Models In Finance full books in PDF, epub, and Kindle. Read online free Hidden Markov Models In Finance ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Hidden Markov Models in Finance
Author | : Rogemar S. Mamon,Robert J Elliott |
Publsiher | : Springer Science & Business Media |
Total Pages | : 203 |
Release | : 2007-04-26 |
Genre | : Business & Economics |
ISBN | : 9780387711638 |
Download Hidden Markov Models in Finance Book in PDF, Epub and Kindle
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Hidden Markov Models in Finance
Author | : Rogemar S. Mamon,Robert J Elliott |
Publsiher | : Springer |
Total Pages | : 0 |
Release | : 2010-11-25 |
Genre | : Business & Economics |
ISBN | : 1441943803 |
Download Hidden Markov Models in Finance Book in PDF, Epub and Kindle
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Hidden Markov Models in Finance
Author | : Rogemar S. Mamon,Robert J. Elliott |
Publsiher | : Springer Science & Business Media |
Total Pages | : 216 |
Release | : 2007-04-24 |
Genre | : Business & Economics |
ISBN | : STANFORD:36105123255221 |
Download Hidden Markov Models in Finance Book in PDF, Epub and Kindle
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Hidden Markov Models in Finance
Author | : Rogemar S. Mamon,Robert J. Elliott |
Publsiher | : Springer |
Total Pages | : 261 |
Release | : 2014-05-14 |
Genre | : Business & Economics |
ISBN | : 9781489974426 |
Download Hidden Markov Models in Finance Book in PDF, Epub and Kindle
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.
Advances in Data Analysis Data Handling and Business Intelligence
Author | : Andreas Fink,Berthold Lausen,Wilfried Seidel,Alfred Ultsch |
Publsiher | : Springer Science & Business Media |
Total Pages | : 767 |
Release | : 2009-10-14 |
Genre | : Computers |
ISBN | : 9783642010446 |
Download Advances in Data Analysis Data Handling and Business Intelligence Book in PDF, Epub and Kindle
Data Analysis, Data Handling and Business Intelligence are research areas at the intersection of computer science, artificial intelligence, mathematics, and statistics. They cover general methods and techniques that can be applied to a vast set of applications such as in marketing, finance, economics, engineering, linguistics, archaeology, musicology, medical science, and biology. This volume contains the revised versions of selected papers presented during the 32nd Annual Conference of the German Classification Society (Gesellschaft für Klassifikation, GfKl). The conference, which was organized in cooperation with the British Classification Society (BCS) and the Dutch/Flemish Classification Society (VOC), was hosted by Helmut-Schmidt-University, Hamburg, Germany, in July 2008.
Hidden Markov Models for Time Series
Author | : Walter Zucchini,Iain L. MacDonald,Roland Langrock |
Publsiher | : CRC Press |
Total Pages | : 370 |
Release | : 2017-12-19 |
Genre | : Mathematics |
ISBN | : 9781482253849 |
Download Hidden Markov Models for Time Series Book in PDF, Epub and Kindle
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, forecasting, decoding, prediction, model selection, and Bayesian inference for HMMs. Through examples and applications, the authors describe how to extend and generalize the basic model so that it can be applied in a rich variety of situations. The book demonstrates how HMMs can be applied to a wide range of types of time series: continuous-valued, circular, multivariate, binary, bounded and unbounded counts, and categorical observations. It also discusses how to employ the freely available computing environment R to carry out the computations. Features Presents an accessible overview of HMMs Explores a variety of applications in ecology, finance, epidemiology, climatology, and sociology Includes numerous theoretical and programming exercises Provides most of the analysed data sets online New to the second edition A total of five chapters on extensions, including HMMs for longitudinal data, hidden semi-Markov models and models with continuous-valued state process New case studies on animal movement, rainfall occurrence and capture-recapture data
Hidden Markov Models
Author | : Ramaprasad Bhar,Shigeyuki Hamori |
Publsiher | : Springer Science & Business Media |
Total Pages | : 167 |
Release | : 2006-04-18 |
Genre | : Business & Economics |
ISBN | : 9781402079405 |
Download Hidden Markov Models Book in PDF, Epub and Kindle
Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research.
Hidden Markov Models in Finance
![Hidden Markov Models in Finance](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Rogemar S. Mamon,Robert J. Elliott |
Publsiher | : Unknown |
Total Pages | : 284 |
Release | : 2014-06-30 |
Genre | : Electronic Book |
ISBN | : 1489974431 |
Download Hidden Markov Models in Finance Book in PDF, Epub and Kindle