Stock market simulator using hidden Markov generative model and its application in risk measurement
Riasat Ali Istiaque, Chi Seng Pun and Brandon Yung Sin Yong
| Year of publication: |
2025
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| Authors: | Istiaque, Riasat Ali ; Pun, Chi Seng ; Yong, Brandon Yung Sin |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 6, p. 873-893
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| Subject: | Deep learning | Generative models | Hidden Markov models | Risk measurement | Stock market simulation | Stylized facts | Markov-Kette | Markov chain | Theorie | Theory | Simulation | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Risiko | Risk | Börsenkurs | Share price | Risikomaß | Risk measure | Messung | Measurement | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2511115 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534164