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Hidden Markov models for financial optimization problems
Roman, Diana
;
Mitra, Gautam
;
Spagnolo, Nicola
- In:
IMA journal of management mathematics
21
(
2010
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10003984220
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Forecasting crude oil futures prices using global macroeconomic news sentiment
Sadik, Zryan A.
;
Date, Paresh M.
;
Mitra, Gautam
- In:
IMA journal of management mathematics
31
(
2020
)
2
,
pp. 190-215
Persistent link: https://www.econbiz.de/10012181862
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News augmented GARCH(1,1) model for volatility prediction
Sadik, Zryan A.
;
Date, Paresh M.
;
Mitra, Gautam
- In:
IMA journal of management mathematics
30
(
2019
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10012057108
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