Hidden Markov model and its application in Finance(Chinese Edition)

Pub Date: 2014-08-01 Pages: 199 Language: Chinese Publisher: Central China Normal University Press. Hidden Markov Model and Its Application in Finance is divided into six chapters: Chapter 1 introduces the hidden Markov significance of the model. the background and history of the development; Chapter 2 introduces the definition of Markov processes. the nature and theory. learning hidden Markov model basis; Chapter 3 describes the hidden Markov chain basics nature as well as its wide range of applications. and the combination of Matlab software introduces the hidden Markov model three basic questions and the most commonly used algorithms to solve these three problems; Chapter 4 describes the hidden Markov model limit theory including large deviation principle. such as the transmission of information inequality; Chapter 5. mainly with EViews software and Matlab software. compa...