HMM based scenario generation for an investment optimization problem

Artikel › Journalartikel › 2012

Zitation

Erlwein, Christina; Mitra, Gautam; Roman, Diana: HMM based scenario generation for an investment optimization problem. In: Annals of Operations Research, 193 (1), pp. 173 - 192 193/ 1/ 2012. (2012), S. 173 - 192.

ISSN

0254-5330

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