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Stress testing pension funds—researchers present technique based on hidden Markov regime switching modelThe Hidden Markov Model (HMM), which, according to a professor at KTU Department of Mathematical Modelling, is quite simple in its principle of operation, helped to forecast future market ...
Probabilistic models, such as hidden Markov models or Bayesian networks, are commonly used to model biological data. Much of their popularity can be attributed to the existence of efficient and ...
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