Some time ago I came across Markov Chains and Hidden Markov Models. It's quite an advanced mathematical model and it wouldn't be possible to describe it briefly here.
From the very start I thought about financial markets application. Now, when I'd like to start some thorough research, I'd like to know if anyone has ever tried or heard about such attempts and their results. I know that some big financial institutions tried to apply it but don't know the results.
Looking forward to seeing your opinions.
Pr1mer
From the very start I thought about financial markets application. Now, when I'd like to start some thorough research, I'd like to know if anyone has ever tried or heard about such attempts and their results. I know that some big financial institutions tried to apply it but don't know the results.
Looking forward to seeing your opinions.
Pr1mer