Detecting Regime Change in Computational Finance
An edition of Detecting Regime Change in Computational Finance (2020)
By Jun Chen,Edward P. K. Tsang
Publish Date
2020
Publisher
Taylor & Francis Group
Language
eng
Pages
144
Description:
subjects: Financial engineering, Methodology, Finance, Mathematical models, Stocks, Prices, Hidden Markov models, Expectation-maximization algorithms, Ingénierie financière, Méthodologie, Finances, Modèles mathématiques, Actions (Titres de société), Prix, Modèles de Markov cachés, Algorithmes EM, MATHEMATICS / Arithmetic, COMPUTERS / Machine Theory