Taking time seriously: hidden Markov experts applied to financial engineering

By S. Shi, Andreas S. Weigend. 1997

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Octavio Loyola-González
2. Edmundo de Souza e Silva
3. Luiz Fernando Loureiro Legey
4. Kaijian He
5. Azal Ahmad Khan

Citations in the corpus

• Black-Box vs. White-Box: Understanding Their Advantages and Weaknesses From a Practical Point of View (2019, methodology): “Markov network-based models have been used in different applied context, such as financial engineering [72], image annotation [73], social network analysis tools in ecology [74], and tool-wear monitoring [75]; among others.”
• Forecasting oil price trends using wavelets and hidden Markov models (2010, methodology): “In (Shi and Weigend, 1997; Zhang, 2004), HMMswere used to predict the Down Jones Industrial Average stock index, with results showing an even greater financial data predictive capability then ANNs.”