Publications | LUP Student Papers

1 – 3 of 3

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/student-papers/search/publication?embed=1&q=keywords+exact+%22Hidden+Markov+model%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2022
Mark Parameter Update Schemes for Hidden Markov Models applied to Financial Returns
Forsberg, Sigfrid ^LU (2022) In Master's Theses in Mathematical Sciences MASM02 20221
Mathematical Statistics
- Master (Two yrs)
2020
Mark Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
Tansjö, Henning ^LU (2020) In Bachelor's Theses in Mathematical Sciences MASK11 20201
Mathematical Statistics
- Bach. Degree
2019
Mark Online intra-day portfolio optimization using regime based models
Hafström Fremlin, Sara ^LU (2019) In Master's Theses in Mathematical Sciences FMSM01 20182
Mathematical Statistics
- Prof. qual. >4 yrs