FOLLOW-UP NOTE ON MARKET STATE MODELS In an earlier note I outlined some of the available techniques used for modeling market states. The following is an illustration of how these techniques can be applied in practice. - Time series models - Document - PDFSEARCH.IO

First Page	Meta Content
	FOLLOW-UP NOTE ON MARKET STATE MODELS In an earlier note I outlined some of the available techniques used for modeling market states. The following is an illustration of how these techniques can be applied in practice. Add to Reading List Document Date: 2013-08-16 18:52:04 Open Document File Size: 225,39 KB Share Result on Facebook ProgrammingLanguage L / / SocialTag Time series analysis Markov models Econometrics Markov chain Autoregressive conditional heteroskedasticity Errors and residuals in statistics Estimation theory Coefficient of determination Normal distribution Statistics

FOLLOW-UP NOTE ON MARKET STATE MODELS In an earlier note I outlined some of the available techniques used for modeling market states. The following is an illustration of how these techniques can be applied in practice. Add to Reading List