Hidden markov models in finance and other applications
Auteur :
Nguyen, Nguyet
Éditeur :
Taylor & Francis Ltd
ISBN :
9781041003717
Date de publication :
29 déc. 2025
Dimensions :
25,4 x 17,8 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides fundamental concepts and algorithms of the Hidden Markov Model (HMM) and its applications in finance, such as stock price predictions, and other areas such as speech recognition. Their wide range uses make HMMs very attractive to researchers in both academia and industry.