"HMM based scenario generation for an investment optimisation problem."

Christina Erlwein, Gautam Mitra, Diana Roman (2012)

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DOI: 10.1007/S10479-011-0865-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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Christina Erlwein, Gautam Mitra, Diana Roman:
HMM based scenario generation for an investment optimisation problem. Ann. Oper. Res. 193(1): 173-192 (2012)

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