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Markov-Kette
Portfolio selection
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1976-1996
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Mitra, Gautam
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Roman, Diana
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HMM based scenario generation for an investment optimisation problem
Erlwein, Christina
;
Mitra, Gautam
;
Roman, Diana
-
2012
Persistent link: https://www.econbiz.de/10009620486
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Hidden Markov models for financial optimization problems
Roman, Diana
;
Mitra, Gautam
;
Spagnolo, Nicola
- In:
IMA journal of management mathematics
21
(
2010
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10003984220
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