Hidden Markov Models pdf (1402078994)

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Ramaprasad Bhar , "Hidden Markov Models: Applications to Financial Economics (ADVANCED STUDIES IN THEORETICAL AND APPLIED ECONOMETRICS)"

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research.

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	Science/Engineering Semi-Markov Chains and Hidden Semi-Markov Models toward Applications: Their Use in Reliability and DNA Analysis Vlad Barbu, Nikolaos Limnios, "Semi-Markov Chains and Hidden Semi-Markov Models toward Applications: Their Use in Reliability and DNA Analysis" Springer \| 2008-08-28 \| ISBN: 0387731717 \| 226 pages \| PDF \| 2,5 MB This book is concerned w ...
	Science/Engineering Hidden Markov Models: Applications to Financial Economics Ramaprasad Bhar, "Hidden Markov Models: Applications to Financial Economics"Kluwer Publishers \| 2004-07-20 \| ISBN: 1402078994 \| 183 pages \| PDF \| 1,2 MbMarkov chains have increasingly become useful way of capturing stochastic nature of many ...
	Hidden Markov Models for Time Series: An Introduction Using R (Monographs on Statistics and Applied Probability) Hidden Markov Models for Time SeriesWalter Zucchini, Iain L. MacDonald \| Chapman & Hall/CRC \| 2009-04-28 \| ISBN:1584885734 \| Pages: 269 \| PDF \| 5.3MBThis book illustrates the wonderful flexibility of HMMs as general-purpose models for t ...
	Business/Investing High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics) ISBN: 3790819913Pages: 312This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range of topics: market microstructure, tick-by-tick data, bond and foreign exchange markets and ...
	Nonfiction Hidden Markov Models: Estimation and Control The aim of this book is to present graduate students with a thorough survey of reference probability models and their applications to optimal estimation and control. These new and powerful methods are particularly useful in signal processin ...
	Mathematics Hidden Markov Models: Estimation and Control (Stochastic Modelling and Applied Probability) Hidden Markov Models: Estimation and Control (Stochastic Modelling and Applied Probability)Springer \| ISSN 0387943641 \| 2008-10-23 \| PDF \| 380 Pages \| 3,6 Mb As more applications are found, interest in Hidden Markov Models continues to grow ...

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