Modellering av finansiella data med dolda markovmodeller / Analysis of Financial Data with Hidden Markov Models
The prediction and understanding of market fluctuations are of great interest in today’s society. A common tool for analyzing financial data is the use of different statistical models. This report will focus on examining the stability of a financial data sequence using a statistical model. The seque...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-105526 |