The Quantopian Podcast Quant Radio: Hidden Markov Models
Oct 24, 2024
Discover the intriguing world of Hidden Markov Models (HMMs) and their power to unveil unseen market dynamics. Learn how HMMs can predict market shifts, especially intraday movements, helping investors make smarter decisions. The discussion extends beyond finance, touching on applications in weather forecasting, healthcare, and speech recognition. Explore the potential and limitations of these models in risk management and investment strategies, and get inspired to experiment with open-source tools to uncover patterns in both markets and daily life.
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