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Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund
assumed that the transition probability matrix of the S-states Markov process and the observation probability ... “left-to- right HMM,” for speech recognition. In 2000, Li, Parizeau and Plamondon presented an HMM training ...- Authors: Society of Actuaries, Nguyet (moon) Nguyen
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Portfolio management - Finance & Investments