Research Insights -Hidden-Markov-Model
Research Insights, a Society of Actuaries Podcast · Research Insights
October 23, 201714m 10s
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Show Notes
This podcast discusses the recently released report which serves as a primer on the mechanics and uses of the Hidden Markov Model (HMM) for actuarial and financial applications. The report also includes development of a new application for the HMM to mortgage-backed securities exchange-traded funds.