Modification of hybrid RNN-HMM model in asset pricing: univariate and multivariate cases.
Dilek Aydogan-KilicA. Sevtap Selcuk-KestelPublished in: Appl. Intell. (2023)
Keyphrases
- computational model
- conceptual model
- probabilistic model
- statistical model
- regression model
- markov model
- theoretical framework
- experimental data
- recurrent neural networks
- formal model
- management system
- nearest neighbor
- prior knowledge
- data sets
- artificial neural networks
- mathematical model
- objective function
- high level
- feed forward
- decision making