Hidden Markov model for stock trading
Year of publication: |
June 2018
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Authors: | Nguyen, Nguyet |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 6.2018, 2, p. 1-17
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Subject: | hidden Markov model | stock prices | observations | states | regimes | predictions | trading | out-of-sample R2 | model validation | Markov-Kette | Markov chain | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Theorie | Theory | Finanzanalyse | Financial analysis | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs6020036 [DOI] hdl:10419/195723 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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