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Hidden Markov Chain Random Probabilities
Hi friends, I am working on a fx forecasting algorithm, which uses discrete hidden markov chain to predict next day's return (...
12 years 前 | 0 个回答 | 0
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PCA princomp help please
Hi friends, I am using princomp to perform a pca algo on N stock returns going back M days. my aim is to find a residual for t...
13 years 前 | 2 个回答 | 0
