HMM based scenario generation for an investment optimisation problem
| Year of publication: |
2011
|
|---|---|
| Authors: | Erlwein, Christina ; Mitra, Gautam ; Roman, Diana |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 193.2011, 1, p. 173-193
|