Prediction of financial data with Hidden Markov Mixtures of Experts
Year of publication: |
2000
|
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Authors: | Liehr, Stefan ; Pawelzik, Klaus ; Kohlmorgen, Jens ; Lemm, Steven ; Müller, Klaus-Robert |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 3, p. 593
|
Subject: | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Theorie | Theory | Experten | Experts | Börsenkurs | Share price | Finanzmarkt | Financial market | Bayes-Statistik | Bayesian inference |
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