Open AccessNon-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime
Author(s) -
Mădălina Olteanu,
Joseph Rynkiewicz,
Bertrand Maillet
Publication year - 2004
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - index (typography) , financial market , computer science , hidden markov model , perceptron , volatility (finance) , econometrics , markov chain , stock market index , artificial intelligence , economics , artificial neural network , stock market , machine learning , finance , paleontology , horse , world wide web , biology
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