Abstract: Existing algorithms for estimating the model parameters of an explicit-duration hidden Markov model (HMM) usually require computations as large as O((MD/sup 2/ + M/sup 2/)T) or O(M/sup 2/ DT ...

Abstract: We consider system identification (learning) problems for Gaussian hidden Markov models (GHMMs). We propose an algorithm to tackle the cases where the data is recorded in aggregate ...

A research-grade equity trading bot that uses a Hidden Markov Model to identify market regimes in real time and adjusts position sizing continuously using the Moreira-Muir (2017) volatility-targeting ...

A complete C++ implementation of the Python hmmlearn library, featuring modern C++17, Eigen for linear algebra, and comprehensive HMM algorithms. hmm_c++/ ├── include/ # Header files │ ├── types.hpp # ...

Here’s a test for you: Visit Amazon or any other site selling books, search for a random title, and see how long it takes for an obviously AI-generated entry to appear. Browse the recommended titles ...

Individuals in the midst of a mental health crisis frequently exhibit instability and face an elevated risk of recurring crises in the subsequent weeks, which underscores the importance of timely ...