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Hidden Markov Models in Finance and Other Applications / Nguyet Nguyen.
- Format:
- Book
- Author/Creator:
- Nguyen, Nguyet, Author.
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Markov processes.
- Hidden Markov models.
- Physical Description:
- 1 online resource (208 pages) : illustrations (black and white, and colour.
- Edition:
- First edition.
- Place of Publication:
- Boca Raton : CRC Press, 2025.
- Contents:
- 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.
- Notes:
- Includes bibliographical references and index.
- Electronic reproduction. London Available via World Wide Web.
- Description based on print version record.
- Other Format:
- Online version Nguyen, Nguyet Hidden markov models in finance and other applications
- ebook version :
- ISBN:
- 9781003609599 (electronic bk.)
- 1003609597 (electronic bk.)
- Publisher Number:
- 40033140377
- CIPO000305480
- Access Restriction:
- Restricted for use by site license.
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