We develop and analyse investment strategies relying on hidden Markov model approaches. In particular, we use filtering techniques to aid an investor in his decision to allocate all of his investment fund to either growth or value stocks at a given time. As this allows the investor to switch between
โฆ LIBER โฆ
HMM based scenario generation for an investment optimisation problem
โ Scribed by Christina Erlwein; Gautam Mitra; Diana Roman
- Book ID
- 106345027
- Publisher
- Springer US
- Year
- 2011
- Tongue
- English
- Weight
- 884 KB
- Volume
- 193
- Category
- Article
- ISSN
- 0254-5330
No coin nor oath required. For personal study only.
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