A Novel Algorithmic Trading Strategy using Hidden Markov Model for Kalman Filtering Innovations.
Ethan Johnson-SkinnerYou LiangNa YuAlin MorariuPublished in: COMPSAC (2021)
Keyphrases
- hidden markov models
- kalman filtering
- kalman filter
- conditional random fields
- speech recognition
- sequential data
- particle filtering
- multi frame
- markov model
- hidden state
- handwritten word recognition
- computer vision
- hierarchical hidden markov model
- continuous hidden markov models
- hidden states
- signal processing
- multiscale