Investing with hidden Markov models

dc.contributor	Aalto-yliopisto	fi
dc.contributor	Aalto University	en
dc.contributor.advisor	Herrala, Olli
dc.contributor.author	Lahtonen, Kasper
dc.contributor.school	Perustieteiden korkeakoulu	fi
dc.contributor.supervisor	Oliveira, Fabricio
dc.date.accessioned	2022-06-28T08:13:16Z
dc.date.available	2022-06-28T08:13:16Z
dc.date.issued	2022-06-21
dc.format.extent	26
dc.format.mimetype	application/pdf	en
dc.identifier.uri	https://aaltodoc.aalto.fi/handle/123456789/115469
dc.identifier.urn	URN:NBN:fi:aalto-202206284308
dc.language.iso	en	en
dc.programme	Teknistieteellinen kandidaattiohjelma	fi
dc.programme.major	Matematiikka ja systeemitieteet	fi
dc.programme.mcode	SCI3029	fi
dc.subject.keyword	Hidden Markov model	en
dc.subject.keyword	Baum-Welch algorithm	en
dc.subject.keyword	S&P 500 index	en
dc.subject.keyword	Bear/bull market	en
dc.subject.keyword	market state/regime	en
dc.title	Investing with hidden Markov models	en
dc.type	G1 Kandidaatintyö	fi
dc.type.dcmitype	text	en
dc.type.ontasot	Bachelor's thesis	en
dc.type.ontasot	Kandidaatintyö	fi

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