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Issue DateTitleAuthor(s)
2012HMM based scenario generation for an investment optimisation problemErlwein, C; Mitra, G; Roman, D
2005Treasury Management Model with Foreign Exchange ExposureVolosov, K; Mitra, G; Spagnolo, F; Lucas, CA
2009Hidden Markov models for financial optimization problemsRoman, D; Mitra, G; Spagnolo, N