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The Hidden Markov Model (HMM) has been a workhorse in the financial industry for decades, and is still a popular model today. In this question,
The Hidden Markov Model (HMM) has been a workhorse in the financial industry for decades, and is still a popular model today. In this question, we will attempt to use an HMM to infer hidden market states based on observations of day-to-day changes in the S
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International Economics
Authors: Dominick Salvatore
11th edition
978-1118177938, 1118177932, 1119915732, 978-1118476017, 1118476018, 978-1119915737
