Regime switching model estimation: spectral clustering hidden Markov model

Annals of Operations Research ◽

10.1007/s10479-019-03140-2 ◽

2019 ◽

Author(s):

Kai Zheng ◽

Yuying Li ◽

Weidong Xu

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Regime Switching ◽

Spectral Clustering ◽

Hidden Markov ◽

Model Estimation ◽

Regime Switching Model ◽

Switching Model

Download Full-text

Alpha-EM gives fast Hidden Markov Model estimation: Derivation and evaluation of alpha-HMM

The 2010 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2010.5596959 ◽

2010 ◽

Author(s):

Yasuo Matsuyama ◽

Ryunosuke Hayashi

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Hidden Markov ◽

Model Estimation

Download Full-text

Multivariate Regime Switching Model Estimation and Asset Allocation

Computational Economics ◽

10.1007/s10614-021-10203-9 ◽

2021 ◽

Author(s):

Kai Zheng ◽

Weidong Xu ◽

Xili Zhang

Keyword(s):

Asset Allocation ◽

Regime Switching ◽

Model Estimation ◽

Regime Switching Model ◽

Switching Model

Download Full-text

Digital Radiographic Image Denoising Via Wavelet-Based Hidden Markov Model Estimation

Journal of Digital Imaging ◽

10.1007/s10278-004-1908-3 ◽

2005 ◽

Vol 18 (2) ◽

pp. 154-167 ◽

Author(s):

Ricardo J. Ferrari ◽

Robin Winsor

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Image Denoising ◽

Hidden Markov ◽

Model Estimation ◽

Radiographic Image

Download Full-text

On Achieving Hidden Markov Model Estimation Freshness in Sensor Networks

2019 IEEE International Conference on Advanced Networks and Telecommunications Systems (ANTS) ◽

10.1109/ants47819.2019.9118039 ◽

2019 ◽

Author(s):

Arzad A. Kherani ◽

Ashish Vishwakarma ◽

Siddharth Lotia ◽

Priyank Saxena

Keyword(s):

Sensor Networks ◽

Markov Model ◽

Hidden Markov Model ◽

Hidden Markov ◽

Model Estimation

Download Full-text

Hidden Markov model estimation based on alpha-EM algorithm: Discrete and continuous alpha-HMMs

The 2011 International Joint Conference on Neural Networks ◽

10.1109/ijcnn.2011.6033304 ◽

2011 ◽

Author(s):

Yasuo Matsuyama

Keyword(s):

Markov Model ◽

Em Algorithm ◽

Hidden Markov Model ◽

Hidden Markov ◽

Model Estimation

Download Full-text

MODELLING REGIME SWITCHING AND STRUCTURAL BREAKS WITH AN INFINITE HIDDEN MARKOV MODEL

Journal of Applied Econometrics ◽

10.1002/jae.2337 ◽

2013 ◽

Vol 29 (5) ◽

pp. 825-842 ◽

Author(s):

Yong Song

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Regime Switching ◽

Structural Breaks ◽

Download Full-text

Modified Bootstrap Approach with State Number Optimization for Hidden Markov Model Estimation in Small-Size Printed Arabic Text Line Recognition

Machine Learning and Data Mining in Pattern Recognition - Lecture Notes in Computer Science ◽

10.1007/978-3-319-08979-9_33 ◽

2014 ◽

pp. 437-441 ◽

Author(s):

Zhiwei Jiang ◽

Xiaoqing Ding ◽

Liangrui Peng ◽

Changsong Liu

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Hidden Markov ◽

Arabic Text ◽

Model Estimation ◽

Text Line ◽

Bootstrap Approach

Download Full-text

Pulse signal analysis based on wavelet packet transform and hidden Markov model estimation

2013 IEEE International Instrumentation and Measurement Technology Conference (I2MTC) ◽

10.1109/i2mtc.2013.6555500 ◽

2013 ◽

Author(s):

Jingjing Meng ◽

Yuning Qian ◽

Ruqiang Yan

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Signal Analysis ◽

Hidden Markov ◽

Wavelet Packet ◽

Pulse Signal ◽

Wavelet Packet Transform ◽

Model Estimation

Download Full-text

Hidden Markov Model Estimation-Based Q-learning for Partially Observable Markov Decision Process

2019 American Control Conference (ACC) ◽

10.23919/acc.2019.8814849 ◽

2019 ◽

Author(s):

Hyung-Jin Yoon ◽

Donghwan Lee ◽

Naira Hovakimyan

Keyword(s):

Markov Model ◽

Hidden Markov Model ◽

Markov Decision Process ◽

Decision Process ◽

Hidden Markov ◽

Model Estimation ◽

Markov Decision ◽

Partially Observable Markov ◽

Partially Observable

Download Full-text

Optimal dividend policy with liability constraint under a hidden Markov regime-switching model

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2018132 ◽

2019 ◽

Vol 15 (4) ◽

pp. 1965-1993

Author(s):

Jiaqin Wei ◽

◽

Zhuo Jin ◽

Hailiang Yang ◽

◽

...

Keyword(s):

Regime Switching ◽

Dividend Policy ◽

Hidden Markov ◽

Markov Regime Switching ◽

Regime Switching Model ◽

Switching Model ◽

Optimal Dividend ◽

Markov Regime Switching Model ◽

Optimal Dividend Policy

Download Full-text