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Research Insights -Hidden-Markov-Model
Research Insights, a Society of Actuaries Podcast
English - October 23, 2017 04:00 - 14 minutes - 12.1 MB - ★★★★★ - 12 ratingsNatural Sciences Science Education actuarialscience actuaries research societyofactuaries Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Research Insights - Living to 100 - Senior Citizen in 2050
This podcast discusses the recently released report which serves as a primer on the mechanics and uses of the Hidden Markov Model (HMM) for actuarial and financial applications. The report also includes development of a new application for the HMM to mortgage-backed securities exchange-traded funds.