Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model.
Woraphon YamakaPichayakone RakphoParavee ManeejukPublished in: Int. J. Data Min. Model. Manag. (2021)
Keyphrases
- prior knowledge
- probability distribution
- experimental data
- markov model
- input data
- database
- data analysis
- data sources
- correlation analysis
- probabilistic model
- data mining techniques
- test data
- semi markov
- measured data
- statistical methods
- mathematical model
- high dimensional data
- social networks
- data collection
- network structure
- image data
- training data
- data mining
- data sets