"This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, Hidden Markov Models in Finance provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets."--Jacket.
%0 Book
%1 mamon2007hidden
%A Mamon, Rogemar S.
%A Elliott, Robert J.
%C New York
%D 2007
%I Springer
%K CTII:WS1213 finance hidden markov master models uni ws1213
%T Hidden Markov models in finance
%U http://site.ebrary.com/id/10171272
%X "This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, Hidden Markov Models in Finance provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets."--Jacket.
%@ 9780387711638 0387711635 9780387710815 0387710817
@book{mamon2007hidden,
abstract = {"This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, Hidden Markov Models in Finance provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets."--Jacket.},
added-at = {2012-11-15T12:57:42.000+0100},
address = {New York},
author = {Mamon, Rogemar S. and Elliott, Robert J.},
biburl = {https://www.bibsonomy.org/bibtex/20ff1966b0ece6e6b9fd3da8da98be767/telekoma},
interhash = {deaed8e769a29bc2236c8ffcdb1254bb},
intrahash = {0ff1966b0ece6e6b9fd3da8da98be767},
isbn = {9780387711638 0387711635 9780387710815 0387710817},
keywords = {CTII:WS1213 finance hidden markov master models uni ws1213},
publisher = {Springer},
refid = {191450141},
timestamp = {2012-11-15T12:57:42.000+0100},
title = {Hidden Markov models in finance},
url = {http://site.ebrary.com/id/10171272},
year = 2007
}