Option pricing using hidden Markov models [PDF]
, 2006 Includes bibliographical references (leaves 144-149).This work will present an option pricing model that accommodates parameters that vary over time, whilst still retaining a closed-form expression for option prices: the Hidden Markov Option Pricing ...
Anderson, Michael
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Bayesian fusion of hidden Markov models for understanding bimanual movements [PDF]
, 2004 Understanding hand and body gestures is a part of a wide spectrum of current research in computer vision and human-computer interaction. A part of this can be the recognition of movements in which the two hands move simultaneously to do something or ...
A. Sutherland +5 more
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Study on driver’s turning intention recognition hybrid model of GHMM and GGAP-RBF neural network
Advances in Mechanical Engineering, 2018 The accuracy and real time are crucial in turning intention recognition. Therefore, a hybrid model of Gaussian mixture hidden Markov and generalized growing and pruning algorithm for radial basis function neural network is constructed to recognize driver
Shu Wang, Qiang Yu, Xuan Zhao
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A statistical multiresolution approach for face recognition using structural hidden Markov models [PDF]
, 2007 This paper introduces a novel methodology that combines the multiresolution feature of the discrete wavelet transform (DWT) with the local interactions of the facial structures expressed through the structural hidden Markov model (SHMM).
A. Amira +12 more
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Error statistics of hidden Markov model and hidden Boltzmann model results
BMC Bioinformatics, 2009 Background Hidden Markov models and hidden Boltzmann models are employed in computational biology and a variety of other scientific fields for a variety of analyses of sequential data.
Newberg Lee A
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Speech Synthesis Based on Hidden Markov Models [PDF]
, 2013 This paper gives a general overview of hidden Markov model (HMM)-based speech synthesis, which has recently been demonstrated to be very effective in synthesizing speech.
Toda, T. +5 more
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Robot introspection through learned hidden Markov models [PDF]
, 2006 In this paper we describe a machine learning approach for acquiring a model of a robot behaviour from raw sensor data. We are interested in automating the acquisition of behavioural models to provide a robot with an introspective capability.
Maria Fox +11 more
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Application of Poisson Hidden Markov Model to Predict Number of PM2.5 Exceedance Days in Tehran During 2016-2017 [PDF]
Avicenna Journal of Environmental Health Engineering, 2017 PM2.5 is an important indicator of air pollution. This pollutant can result in lung and respiratory problems in people. The aim of the present study was to predict number of PM2.5 exceedance days using Hidden Markov Model considering Poisson distribution
Fatemeh Sarvi +4 more
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fHMM: Hidden Markov Models for Financial Time Series in R
Journal of Statistical SoftwareHidden Markov models constitute a versatile class of statistical models for time series that are driven by hidden states. In financial applications, the hidden states can often be linked to market regimes such as bearish and bullish markets or ...
Lennart Oelschläger +2 more
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Prediksi Kurs Rupiah Terhadap Dolar Dengan FTS-Markov Chain Dan Hidden Markov Model
Jurnal Derivat, 2019 Hidden Markov model is a development of the Markov chain where the state cannot be observed directly (hidden), but can only be observed, a set of other observations and combination of fuzzy logic and Markov chain to predict Rupiah exchange rate against ...
Maria Titah Jatipaningrum +2 more
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