Pages that link to "Item:Q3607871"
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The following pages link to Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871):
Displaying 9 items.
- Latent class models for financial data analysis: some statistical developments (Q257416) (← links)
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
- Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models (Q2431710) (← links)
- An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (Q3532764) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models (Q5147625) (← links)
