Mixture Hidden Markov Models in Finance Research.
José G. DiasJeroen K. VermuntSofia RamosPublished in: GfKl (2008)
Keyphrases
- hidden markov models
- mixture distributions
- latent variable models
- mixture model
- estimate the model parameters
- speech recognition
- expectation maximization
- viterbi algorithm
- markov models
- conditional random fields
- sequential data
- gesture recognition
- hidden state
- em algorithm
- markov model
- discriminative training
- hidden states
- forward backward
- handwritten word recognition
- continuous hidden markov models
- linear dynamical systems