Timeline for Asset allocation problem using Hidden Markov Model
Current License: CC BY-SA 3.0
16 events
| when toggle format | what | by | license | comment | |
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| Dec 14, 2016 at 9:25 | review | Close votes | |||
| Dec 14, 2016 at 18:41 | |||||
| Jul 28, 2016 at 13:41 | comment | added | vonjd | Ok, see my answer for a basic approach: quant.stackexchange.com/a/28349/12 | |
| Jul 28, 2016 at 13:39 | answer | added | vonjd | timeline score: 3 | |
| Jul 28, 2016 at 13:34 | comment | added | Nourhaine Nefzi | I need code example that uses HMM to asset allocation problem, namely, how to optimize a portfolio taking into accout asset regimes identifed by the HMM. | |
| Jul 28, 2016 at 13:31 | comment | added | vonjd | just for reference: I involuntarily deleted the link so here it is again: quant.stackexchange.com/questions/4852/… | |
| Jul 28, 2016 at 13:29 | comment | added | vonjd | But then you have code examples? So what is your question then? | |
| Jul 28, 2016 at 13:22 | history | edited | Nourhaine Nefzi | CC BY-SA 3.0 |
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| Jul 28, 2016 at 13:18 | comment | added | vonjd | You are linking to a pirated paper, which is frowned upon here. Would you please provide a link to a place where you can get the paper legally - Thank you. | |
| Jul 28, 2016 at 12:16 | answer | added | SmallChess | timeline score: 1 | |
| Jul 28, 2016 at 12:09 | comment | added | Bob Jansen♦ | I'm not really a fan of this type of question as if the code exists the answer will just be a link to some source code. I'm not sure this fits the format. I've created a discussion and I'm hoping for community input. | |
| Jul 28, 2016 at 12:04 | history | edited | Nourhaine Nefzi | CC BY-SA 3.0 |
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| Jul 28, 2016 at 12:02 | comment | added | Nourhaine Nefzi | If it possible, if not, I would be grateful if you could give me any similar code example | |
| Jul 28, 2016 at 11:56 | comment | added | Bob Jansen♦ | So you would like the code that implements the method described in the article? | |
| Jul 28, 2016 at 11:42 | comment | added | Nourhaine Nefzi | No, I am searching for program code to apply HMM to asset allocation problem | |
| Jul 28, 2016 at 11:37 | comment | added | Bob Jansen♦ | I'm not sure what your asking, do you want references to papers applying HMM to asset allocation? | |
| Jul 28, 2016 at 11:21 | history | asked | Nourhaine Nefzi | CC BY-SA 3.0 |