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Authors: Fan, Kun
Date: 2012
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/204020
Description: Purpose: Investigating the valuation of dynamic fund protection under hidden Markov models Originality: Compared with traditional put options, dynamic fund protection (DFP) plans protect investors fro ... More
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/101495
Description: We develop a new exact filter when a hidden Markov chain influences both the sizes and times of a marked point process. An example would be an insurance claims process, where we assume that both the s ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2001
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/19089
Description: This study proposes a data mining framework to discover qualitative and quantitative patterns in discrete-valued time series (DTS). In our method, there are three levels for mining similarity and peri ... More
Reviewed: Reviewed
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