Found 7 Documents (Results 1–7)
Modelling and trading the English and German stock markets with novelty optimization techniques. (English) Zbl 1397.62417
Optimisation of stochastic programming by hidden Markov modelling based scenario generation. (English) Zbl 1195.90069
MSC:
90C15
Adaptive detection of multiple change-points in asset price volatility. (English) Zbl 1181.91348
Teyssière, Gilles (ed.) et al., Long memory in economics. Berlin: Springer (ISBN 978-3-540-22694-9/hbk). 129-156 (2007).
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