Experiments on the application of IOHMMs to model financial returns series

IEEE Transactions on Neural Networks

Volumn 12, Issue 1, 2001, Pages 113-123

  Bengio, Yoshua ^a   Lauzon, Vincent Philippe ^a   Ducharme, Réjean ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL DATA PROCESSING; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; TIME SERIES ANALYSIS;

INPUT-OUTPUT HIDDEN MARKOV MODELS (IOHMM);

MULTILAYER NEURAL NETWORKS;

EID: 0035118717     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/72.896800     Document Type: Article

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