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: CoRR (2019)
Keyphrases
- hidden markov models
- continuous hidden markov models
- speech recognition
- sequence classification
- conditional random fields
- markov models
- gesture recognition
- viterbi algorithm
- hidden state
- image features
- handwritten word recognition
- sequential data
- discriminative training
- markov model
- linear dynamical systems
- feature extraction
- random effects
- baum welch
- automatic speech recognition
- language model