A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS

Christophe Boucher, Bertrand Maillet, Paul Merlin. A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS. In ESANN 2009, 17th European Symposium on Artificial Neural Networks, Bruges, Belgium, April 22-24, 2009, Proceedings. 2009. [doi]

Abstract

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