Simulation-based sequential analysis of Markov switching stochastic volatility models

Mathematics

• Stock Index 100%
• Particle Filter 93%
• Markov Switching 89%
• Sequential Analysis 89%
• Financial Time Series 87%
• Stochastic Volatility Model 85%
• Regime Switching 83%
• Markov Process 59%
• Time series 57%
• Methodology 47%
• Strategy 45%
• First-order 43%
• Simulation 40%
• Model 21%

Engineering & Materials Science

• Stochastic models 70%
• Time series 55%
• Markov processes 34%