Hidden Markov Models in Finance and other Applications

Nguyet Nguyen (Autor)

Buch | Hardcover

208 Seiten

2025
CRC Press (Verlag)
978-1-041-00371-7 (ISBN)

Noch nicht erschienen (ca. Dezember 2025)
Versandkostenfrei
Auch auf Rechnung

Artikel merken

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.

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.

Preface Author 1 Introduction 2 Three Main Problems of The HMM and Its Algorithms 3 Model Selections 4 Applications of HMM in Finance 5 Applications of HMM in other disciplines Bibliography Index

Erscheint lt. Verlag	29.12.2025
Zusatzinfo	12 Tables, black and white; 82 Line drawings, color; 4 Line drawings, black and white; 1 Halftones, color; 83 Illustrations, color; 4 Illustrations, black and white
Verlagsort	London
Sprache	englisch
Maße	178 x 254 mm
Themenwelt	Mathematik / Informatik ► Mathematik
	Naturwissenschaften ► Biologie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-041-00371-4 / 1041003714
ISBN-13	978-1-041-00371-7 / 9781041003717
Zustand	Neuware