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20102016
most citedThe Inverse Task of the Reflexive Game Theory: Theoretical Matters, Practical Applications and Relationship with Other Issues

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cs.CE2016

An Application of the EM-algorithm to Approximate Empirical Distributions of Financial Indices with the Gaussian Mixtures

Sergey Tarasenko

In this study I briefly illustrate application of the Gaussian mixtures to approximate empirical distributions of financial indices (DAX, Dow Jones, Nikkei, RTSI, S&P 500). The res…