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An experimental study of the game of Nim
(University of Missouri--Columbia, 2009)
[ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT REQUEST OF AUTHOR.] This study is an analysis of the game of Nim. The paper is divided into two parts. The first part is a theoretical examination of the game in which ...
Volatility estimation and price prediction using a hidden Markov model with empirical study
(University of Missouri--Columbia, 2007)
This work provides a solid development of a hidden Markov model (HMM) from the economic insight to the mathematic formulation. In this model, we assume both drift and volatility of the security return process are driven ...