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 - Time series models - Document - PDFSEARCH.IO

First Page	Meta Content
	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 Add to Reading List Document Date: 2011-10-29 18:01:37 Open Document File Size: 374,72 KB Share Result on Facebook Company R.S. Mariano A.S. / Diebold / Yahoo / / Facility University of Sassari / University of Verona / / MarketIndex Dow 30 / / Organization University of Sassari / University of Verona / US Federal Reserve / / Person References Manuele Bicego / Enrico Grosso / Edoardo Otranto / / Position Assistant Professor / Full professor / broker / Associate Professor / / ProvinceOrState Colorado / / PublishedMedium Lecture Notes in Computer Science / / Technology http / pdf / / SocialTag Bioinformatics Technical analysis Mathematical finance Markov chain Volatility Hidden Markov model Continuous function Forecasting Autoregressive conditional heteroskedasticity Statistics

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 pAdd to Reading List