Mixture Hidden Markov Models in Finance Research

José G. Dias, Jeroen K. Vermunt, Sofia Ramos. Mixture Hidden Markov Models in Finance Research. In Andreas Fink, Berthold Lausen, Wilfried Seidel, Alfred Ultsch, editors, Advances in Data Analysis, Data Handling and Business Intelligence - Proceedings of the 32nd Annual Conference of the Gesellschaft für Klassifikation e.V., Joint Conference with the British Classification Society (BCS) and the Dutch/Flemish Classification Society (VOC), Helmut-Schmidt-University, Hamburg, July 16-18, 2008. Studies in Classification, Data Analysis, and Knowledge Organization, pages 451-459, Springer, 2008. [doi]

Abstract

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