PREDICTION OF FINANCIAL DATA WITH HIDDEN MARKOV MIXTURES OF EXPERTS
Stefan Liehr (),
Klaus Pawelzik (),
Jens Kohlmorgen (),
Steven Lemm () and
Klaus-Robert Müller ()
Additional contact information
Stefan Liehr: University of Bremen, Institute of Theoretical Neurophysics, Kufsteiner Str., D-28334 Bremen, Germany
Klaus Pawelzik: University of Bremen, Institute of Theoretical Neurophysics, Kufsteiner Str., D-28334 Bremen, Germany
Jens Kohlmorgen: GMD FIRST, Rudower Chaussee 5, D-12489 Berlin, Germany
Steven Lemm: GMD FIRST, Rudower Chaussee 5, D-12489 Berlin, Germany
Klaus-Robert Müller: GMD FIRST, Rudower Chaussee 5, D-12489 Berlin, Germany
International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 593-593
Abstract:
No abstract received.
Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0219024900000681
Access to full text is restricted to subscribers
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s0219024900000681
Ordering information: This journal article can be ordered from
DOI: 10.1142/S0219024900000681
Access Statistics for this article
International Journal of Theoretical and Applied Finance (IJTAF) is currently edited by L P Hughston
More articles in International Journal of Theoretical and Applied Finance (IJTAF) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().