Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models
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- M. Pitzalis & I. Sulis & M. Porcu, 2008. "Differences of Cultural Capital among Students in Transition to University. Some First Survey Evidences," Working Paper CRENoS 200805, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
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More about this item
Keywordsmarkov models; asymmetries; binary data; short-time forecasts;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-08 (All new papers)
- NEP-ECM-2008-03-08 (Econometrics)
- NEP-ETS-2008-03-08 (Econometric Time Series)
- NEP-FOR-2008-03-08 (Forecasting)
- NEP-ORE-2008-03-08 (Operations Research)
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