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EPISODE · Oct 23, 2017 · 14 MIN

Research Insights -Hidden-Markov-Model

from Research Insights, a Society of Actuaries Podcast

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.

Episode metadata supplied by the publisher feed · Published Oct 23, 2017

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Research Insights -Hidden-Markov-Model

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