Hidden Markov Models in Finance and other Applications

Preface Author 1 Introduction 2 Three Main Problems of The HMM and Its Algorithms 3 Model Selections 4 Applications of HMM in Finance 5 Applications of HMM in other disciplines Bibliography Index

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• Economia estatística
• Biologia, ciências da vida
• Econometria
• Probabilidade e Estatística

stochastic modeling;time series analysis;R programming examples;bioinformatics applications;speech processing;probability theory basics;financial time series prediction