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Bioinformatics / Technical analysis / Mathematical finance / Markov chain / Volatility / Hidden Markov model / Continuous function / Forecasting / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Time series analysis
Date: 2011-10-29 18:01:37
Bioinformatics
Technical analysis
Mathematical finance
Markov chain
Volatility
Hidden Markov model
Continuous function
Forecasting
Autoregressive conditional heteroskedasticity
Statistics
Markov models
Time series analysis

Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

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