"Parallel MCMC sampling of AR-HMMs for prediction based option trading."

I. Róbert Sipos et al. (2019)

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DOI: 10.3233/AF-190243

access: closed

type: Journal Article

metadata version: 2020-01-06

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  - https://dblp.org/rec/journals/af/SiposC0L19
I. Róbert Sipos, Attila Ceffer, Gábor Horváth, János Levendovszky:
Parallel MCMC sampling of AR-HMMs for prediction based option trading. Algorithmic Finance 8(1-2): 47-55 (2019)

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