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  • HMM Basics

    calendar Oct 12, 2025 · 17 min read · hmm regime baum-welch viterbi forward-backward aic bic stationary  ·
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    HMM Basics: Understanding Regime Detection From Log Returns to Market Regimes Using Hidden Markov Models In the previous notebook, we proved that log returns are the correct transformation for financial time series. Now we’ll use those log returns to detect market regimes using Hidden Markov Models (HMMs) . What …


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HMM 8 BAUM-WELCH 5 VITERBI 5 FORWARD-BACKWARD 4 REGIME 4 STATIONARY 2 AIC 1 BIC 1 EM 1 EMH 1 FINANCE 1 GITHUB 1 HIDDEN-REGIME 1 INTRODUCTION 1 LOG-RETURNS 1 MATHEMATICS 1 MLE 1 PYPI 1 PYTHON 1 REFERENCE 1 REGIME-DETECTION 1 STATISTICS 1 TIME-SERIES 1 TRADING 1 VOLATILITY 1
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