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How The Hidden Markov Model (HMM) finds the market regimes
This video explains how HMM finds the regimes in the financial market. This video explains part of the research in the following book: https://www.bracil.net/finance/RegimeChange-book2020/index.html Related videos: "Detecting Regime Change in Computational Finance": https://youtu.be/iHvVhCYxpDM “Tracking Regime Changes”: https://youtu.be ...
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