Dynamic asset allocation for varied financial markets under regime switching framework
Clustering financial time series: New insights from an extended hidden Markov model
Comparative Study of Artificial Neural Networks and Hidden Markov Model for Financial Time Series Prediction
Analysis of Financial Time Sequence using Hidden Markov Models
Federal Reserve Bank of St . Louis Working Paper Series Asset Allocation under Multivariate Regime Switching
An Infinite Hidden Markov Model for Short-term Interest Rates ∗