Research Insights, A Society Of Actuaries Podcast
Research Insights -Hidden-Markov-Model
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 0:14:10
- More information
Informações:
Synopsis
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.
