商品描述
This book provides fundamental concepts and algorithms of the Hidden Markov Model (HMM) and its applications in finance, such as stock price predictions, and other areas such as speech recognition. Their wide range uses make HMMs very attractive to researchers in both academia and industry. Only a basic knowledge of probability, statistics, and programming is necessary, and readers will learn the concepts and algorithms of the HMM through definitions, real-life examples, and R code.
Key Features:
- A comprehensive introduction to the concepts and algorithms of Hidden Markov Models (HMMs)
- Real-world examples that can be worked through using a calculator or R
- Applications across disciplines, including finance, bioinformatics, and speech recognition
- Fully annotated R code for hands-on learning and practical implementation
商品描述(中文翻譯)
這本書提供隱馬可夫模型（Hidden Markov Model, HMM）的基本概念和演算法，以及其在金融領域的應用，例如股票價格預測，還有其他領域如語音辨識。隱馬可夫模型的廣泛應用使其對學術界和產業界的研究人員都非常具有吸引力。只需具備基本的機率、統計和程式設計知識，讀者將透過定義、實際範例和 R 語言程式碼學習 HMM 的概念和演算法。
主要特色：
- 隱馬可夫模型（HMM）概念和演算法的全面介紹
- 可使用計算器或 R 語言進行的實際範例
- 橫跨多個領域的應用，包括金融、生物資訊學和語音辨識
- 完整註解的 R 語言程式碼，便於實作學習和實際應用
作者簡介
Dr. Nguyet (Moon) Nguyen is an Associate Professor of Mathematics at Youngstown State University. She earned her M.S. and Ph.D. in Financial Mathematics from Florida State University and specializes in predictive modeling, data analysis, and quantitative finance. With over a decade of research on Hidden Markov Models, she has published widely on their applications in stock forecasting, economic modeling, and portfolio management, and collaborates actively with industry partners.
作者簡介(中文翻譯)
阮月 (Nguyet) 博士是楊斯敦州立大學的數學副教授。她在佛羅里達州立大學獲得金融數學碩士和博士學位，專注於預測建模、數據分析和量化金融。她在隱藏馬可夫模型方面有超過十年的研究，並在其在股票預測、經濟建模和投資組合管理的應用上發表了廣泛的研究，並與業界夥伴積極合作。
