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    Xiaojing Xi, Rogemar Mamon, Matt Davison, A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation, Journal of Mathematical Modelling and Algorithms in Operations Research, 2014, 13, 1, 59

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  2. 2
    Xiaojing Xi, Rogemar Mamon, Capturing the Regime-Switching and Memory Properties of Interest Rates, Computational Economics, 2014, 44, 3, 307

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  3. 3
    Paresh Date, Rogemar Mamon, Anton Tenyakov, Filtering and forecasting commodity futures prices under an HMM framework, Energy Economics, 2013, 40, 1001

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