Verwandte Artikel zu Hidden Markov Models in Finance and Other Applications

Hidden Markov Models in Finance and Other Applications - Hardcover

Nguyen, Nguyet

 
9781041003717: Hidden Markov Models in Finance and Other Applications
Hardcover
ISBN 10: 1041003714 ISBN 13: 9781041003717
Verlag: CRC Press, 2026

Inhaltsangabe

This book provides fundamental concepts and algorithms of the Hidden Markov Model (HMM) and its applications in finance, such as stock price predictions, and other areas such as speech recognition. Their wide range uses make HMMs very attractive to researchers in both academia and industry. Only a basic knowledge of probability, statistics, and programming is necessary, and readers will learn the concepts and algorithms of the HMM through definitions, real-life examples, and R code.

Key Features:

  • A comprehensive introduction to the concepts and algorithms of Hidden Markov Models (HMMs)
  • Real-world examples that can be worked through using a calculator or R
  • Applications across disciplines, including finance, bioinformatics, and speech recognition
  • Fully annotated R code for hands-on learning and practical implementation

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Über die Autorin bzw. den Autor

Dr. Nguyet (Moon) Nguyen is an Associate Professor of Mathematics at Youngstown State University. She earned her M.S. and Ph.D. in Financial Mathematics from Florida State University and specializes in predictive modeling, data analysis, and quantitative finance. With over a decade of research on Hidden Markov Models, she has published widely on their applications in stock forecasting, economic modeling, and portfolio management, and collaborates actively with industry partners.

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Verlag
CRC Press
Erscheinungsdatum
2026
Sprache
Englisch
ISBN 10 
1041003714
ISBN 13 
9781041003717
Einband
Gebundene Ausgabe
Anzahl der Seiten
208
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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