Modelling Investment Strategies: Bayesian Learning, Regime Switches and Evolutionary Finance

Anastasov, Martin Anastasov (2015) Modelling Investment Strategies: Bayesian Learning, Regime Switches and Evolutionary Finance. PhD thesis, University of Leeds.

Abstract

Metadata

Keywords: institutional investors; evolutionary finance; hidden Markov models; artificial market; trend following; value investing.
Awarding institution: University of Leeds
Academic Units: The University of Leeds > Leeds University Business School
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.667695
Depositing User: Mr. Martin Anastasov
Date Deposited: 13 Oct 2015 13:43
Last Modified: 25 Jul 2018 09:51

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