Everand Logo

Welcome to Everand!

  • Discover this podcast and so much more

    Podcasts are free to enjoy without a subscription. We also offer ebooks, audiobooks, and so much more for just $11.99/month.

    Research Insights -Hidden-Markov-Model

    Research Insights -Hidden-Markov-Model

    FromResearch Insights, a Society of Actuaries Podcast

    Start listeningView podcast show

    Research Insights -Hidden-Markov-Model

    FromResearch Insights, a Society of Actuaries Podcast

    ratings:
    Length:
    14 minutes
    Released:
    Oct 23, 2017
    Format:
    Podcast episode

    Description

    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.
    Released:
    Oct 23, 2017
    Format:
    Podcast episode

    Titles in the series (100)

    Research Insights, hosted by R. Dale Hall, FSA, MAAA, CERA, Managing Director of the SOA Research Institute and occasional guest hosts, highlights Society of Actuaries (SOA) Research Institute research. The podcasts include recently released research reports, research featured at SOA meetings, and other related items produced by SOA research.