Revere

Hidden Markov Models in Finance : Further Developments and Applications, Pape...

Description: Hidden Markov Models in Finance : Further Developments and Applications, Paperback by Mamon, Rogemar S. (EDT); Elliott, Robert J. (EDT), ISBN 1489979670, ISBN-13 9781489979674, Like New Used, Free shipping in the US Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over th’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.

Price: 131.56 USD

Location: Jessup, Maryland

End Time: 2024-12-17T00:16:29.000Z

Shipping Cost: 0 USD

Product Images

Hidden Markov Models in Finance : Further Developments and Applications, Pape...

Item Specifics

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 14 Days

Refund will be given as: Money Back

Return policy details:

Book Title: Hidden Markov Models in Finance : Further Developments and Applications, Volume II

Number of Pages: Xxii, 261 Pages

Language: English

Publisher: Springer

Topic: Probability & Statistics / Stochastic Processes, Finance / General, Probability & Statistics / General, Operations Research

Publication Year: 2016

Item Height: 0.6 in

Illustrator: Yes

Genre: Mathematics, Business & Economics

Item Weight: 152.9 Oz

Author: Robert J. Elliott

Item Length: 9.2 in

Item Width: 6.1 in

Book Series: International Series in Operations Research and Management Science Ser.

Format: Trade Paperback

Recommended

The Hidden Truth: A Christ Dilemma
The Hidden Truth: A Christ Dilemma

$21.96

View Details
Hidden Markov Models: Theory and Implementation using MATLAB (R)
Hidden Markov Models: Theory and Implementation using MATLAB (R)

$150.86

View Details
Hidden Markov Models: Estimation and Control by Robert J. Elliott (English) Pape
Hidden Markov Models: Estimation and Control by Robert J. Elliott (English) Pape

$189.08

View Details
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition (,
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition (,

$114.99

View Details
Hidden Markov Models In Finance: Further Developments And Applications, Vol...
Hidden Markov Models In Finance: Further Developments And Applications, Vol...

$104.29

View Details
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition
Hidden Markov Models for Time Series: An Introduction Using R, Second Edition

$48.94

View Details
HIDDEN MARKOV MODELS: ESTIMATION AND CONTROL (STOCHASTIC By Robert J Elliott
HIDDEN MARKOV MODELS: ESTIMATION AND CONTROL (STOCHASTIC By Robert J Elliott

$76.95

View Details
Hidden Markov Processes: Theory and Applications to Biology by M Vidyasagar
Hidden Markov Processes: Theory and Applications to Biology by M Vidyasagar

$35.84

View Details
Hidden Markov Models in Finance: Further Developments and (2016)
Hidden Markov Models in Finance: Further Developments and (2016)

$100.59

View Details
Hidden Markov Models: Theory and Implementation using MATLAB(R) by Tatiana M. Pi
Hidden Markov Models: Theory and Implementation using MATLAB(R) by Tatiana M. Pi

$59.72

View Details