Research Insights, A Society Of Actuaries Podcast
Research Insights -Hidden-Markov-Model
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:14:10
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Sinopsis
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.
