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Christina Erlwein
Information about the author Christina Erlwein will soon be added to the site.
Found
2 papers
in total
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An adaptive regime-switching regression model for hedge funds
2014
We propose a switching regression model for hedge funds to capture the characteristics...
HMM based scenario generation for an investment optimisation problem
2012
The Geometric Brownian motion (GBM) is a standard method for modelling financial time...
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