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Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions globalized markets. Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more. The book provides tools for sorting through turbulence, volatility, emotion, chaotic events – the random "noise" of financial markets – to analyze core components.
Hidden Markov Models in Finance
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. A...
Nonparametric Bayesian Learning for Collaborative Robot Multimodal Introspection
This open access book focuses on robot introspection, which has a direct impact on physical human-robot interaction and long-term autonomy, and which can benefit from autonomous anomaly monitoring and diagnosis, as well as anomaly recovery strategies. In robotics, the ability to reason, solve their own anomalies and proactively enrich owned knowledge is a direct way to improve autonomous behaviors. To this end, the authors start by considering the underlying pattern of multimodal observation during robot manipulation, which can effectively be modeled as a parametric hidden Markov model (HMM). They then adopt a nonparametric Bayesian approach in defining a prior using the hierarchical Dirichl...
Bond Pricing and Yield Curve Modeling
Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Osiris, Volume 38
Perceptively explores the shifting intersections between algorithmic systems and human practices in the modern era. How have algorithmic systems and human practices developed in tandem since 1800? This volume of Osiris deftly addresses the question, dispelling along the way the traditional notion of algorithmic “code” and human “craft” as natural opposites. Instead, algorithms and humans have always acted in concert, depending on each other to advance new knowledge and produce social consequences. By shining light on alternative computational imaginaries, Beyond Craft and Code opens fresh space in which to understand algorithmic diversity, its governance, and even its conservation. T...
Mathematical Reviews
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