Browsing by Author "Kastolan"
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Point and Figure Portfolio Optimization Using Hidden Markov Models and its Application on the Stock of Bumi Resources Tbk
Kastolan | Setiawaty, Berlian | Ardana, Ngakan Komang Kutha (2011)The problem of portfolio optimization is to select a trading strategy which maximizes the expected terminal wealth. Since in a real-world market the stocks are traded at discrete random times, we are interested in a time ...