A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing.
Elizabeth FonsPaula DawsonJeffrey YauXiao-Jun ZengJohn A. KeanePublished in: Expert Syst. Appl. (2021)
Keyphrases
- hidden markov models
- continuous hidden markov models
- speech recognition
- markov models
- sequence classification
- conditional random fields
- sequential data
- feature vectors
- viterbi algorithm
- hidden states
- baum welch
- gesture recognition
- image features
- hidden state
- forward backward
- markov model
- automatic speech recognition
- genetic algorithm
- stochastic context free grammars
- handwritten word recognition
- keyword spotting