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Search: subject:"Hidden Markov Decision Tree"
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On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree
Charlot, Philippe
;
Marimoutou, Vêlayoudom
- In:
Energy Economics
44
(
2014
)
C
,
pp. 456-467
. The ensuing
Hidden
Markov
Decision
Tree
(HMDT) model is in fact an extension of the Hidden Markov Model (HMM) introduced …
Persistent link: https://www.econbiz.de/10011100124
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2
On the relationship between the prices of oil and the precious metals : revisiting with a multivariate regime-switching decision tree
Charlot, Philippe
;
Marimoutou, Vêlayoudom
- In:
Energy economics
44
(
2014
),
pp. 456-467
Persistent link: https://www.econbiz.de/10010457143
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