Keep up to date with every new upload!

Join free & follow Society of Actuaries Podcasts
Research Insights -Hidden-Markov-Model

Research Insights -Hidden-Markov-Model

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.