{"entities":{"Q142134":{"pageid":143667,"ns":120,"title":"Item:Q142134","lastrevid":56549529,"modified":"2026-03-13T10:13:15Z","type":"item","id":"Q142134","labels":{"en":{"language":"en","value":"ldhmm"}},"descriptions":{"en":{"language":"en","value":"Hidden Markov Model for Financial Time-Series Based on Lambda Distribution"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"438d0eef0223375d3a92def8ffc6a10a8bf1ca95","datavalue":{"value":{"entity-type":"item","numeric-id":57080,"id":"Q57080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$2D36D834-5A74-4322-9908-02693C6D93FF","rank":"normal"}],"P132":[{"mainsnak":{"snaktype":"value","property":"P132","hash":"fbe0fc6d863f21b3c7f26db97558efe928729cae","datavalue":{"value":"0.5.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"3f8f9cf30177c49e6797ca12be4ec0fe8e8e3eb2","datavalue":{"value":{"time":"+2019-12-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q142134$F6276510-49D2-4A67-9C65-DF0DB2733895","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"10edd141e119b3c38cc2aa087b8fe5922cd0eea3","datavalue":{"value":"0.1.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"6d526baadef0c9febdee5e37bd2e92ecd8cc5cb6","datavalue":{"value":{"time":"+2017-04-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q142134$F7898D82-2EC3-4805-8533-E8C6DB05A33F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"aca682208f99816912c5c8d893ddcd38b21c8c28","datavalue":{"value":"0.4.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"9690ef73c3eb12a795b130ba991cbb9d267dc8de","datavalue":{"value":{"time":"+2017-06-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q142134$FC1A4B1B-FF43-45BA-A735-40A068552C97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"bf22267d5fd59ba725129648d9a74561f07f5b2d","datavalue":{"value":"0.4.2","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"b6ad37546e4d9f6598a2b61b0b4484b140ebb962","datavalue":{"value":{"time":"+2017-08-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q142134$89AFD664-90E6-4065-900F-FE5E1170D6B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"ff907a0eb57cf938476d7efac1e6b1e3756b23d4","datavalue":{"value":"0.4.5","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"83a563c9b99725ee9beb97d56efcf7fe190c1bb1","datavalue":{"value":{"time":"+2018-02-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q142134$01173CCF-F9BD-4A49-8B14-CBC180677E8E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"2f4d74691ac0f5ae492892ec48247148b9498b2c","datavalue":{"value":"0.6.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"9d25675609e749ba7fb06159ff55f4a5f61fb207","datavalue":{"value":{"time":"+2023-12-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q142134$8B6057B0-9DEF-4721-9478-9C06F835D298","rank":"normal"}],"P19":[{"mainsnak":{"snaktype":"value","property":"P19","hash":"55c90190cf146a77eb342f3bff02098ba6044491","datavalue":{"value":{"entity-type":"item","numeric-id":142133,"id":"Q142133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$5B04CA10-FE62-46D5-BB2C-E018D66BB193","rank":"normal"}],"P229":[{"mainsnak":{"snaktype":"value","property":"P229","hash":"96942442f322a8f9b0fc7c6a91743955e58dd4c7","datavalue":{"value":"ldhmm","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q142134$DE1A6FAF-5C21-4698-8355-64D7EA37280E","rank":"normal"}],"P114":[{"mainsnak":{"snaktype":"value","property":"P114","hash":"251fd109c2cd8c1ee39b48cd109c9f4b1c9fcf5c","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$EA0D21BD-02D6-4472-A773-7BF415886152","rank":"normal"}],"P170":[{"mainsnak":{"snaktype":"value","property":"P170","hash":"1ec33e9a977b0a11a495027981c6d9f6e836e4e7","datavalue":{"value":{"time":"+2023-12-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q142134$7A5F8B69-F937-4462-A466-01AB3FCC2C3D","rank":"normal"}],"P1459":[{"mainsnak":{"snaktype":"value","property":"P1459","hash":"59dde14f32e4cb5a3ec244ef7c79dda33a4fbafc","datavalue":{"value":"Hidden Markov Model (HMM) based on symmetric lambda distribution    framework is implemented for the study of return time-series in the financial    market. Major features in the S&P500 index, such as regime identification,    volatility clustering, and anti-correlation between return and volatility,    can be extracted from HMM cleanly. Univariate symmetric lambda distribution    is essentially a location-scale family of exponential power distribution.    Such distribution is suitable for describing highly leptokurtic time series    obtained from the financial market. It provides a theoretically solid foundation    to explore such data where the normal distribution is not adequate. The HMM    implementation follows closely the book: \"Hidden Markov Models for Time Series\",    by Zucchini, MacDonald, Langrock (2016).","type":"string"},"datatype":"string"},"type":"statement","id":"Q142134$235D465C-1436-4EC5-8D85-2571B9FB28A9","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"867f6e370a78b90bc197c8f731810c89abe4a1c1","datavalue":{"value":{"entity-type":"item","numeric-id":142133,"id":"Q142133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$A15C5FE9-9108-486E-B66D-77C45B847A6C","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"68d561c65673b1942d9807da02399d3255b3e261","datavalue":{"value":{"entity-type":"item","numeric-id":57028,"id":"Q57028"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$51DC3874-E35D-4E25-AF78-F9007857E882","rank":"normal"}],"P585":[{"mainsnak":{"snaktype":"value","property":"P585","hash":"24c3e3d95d6aceb19323da214a060d1bb0535ab2","datavalue":{"value":{"entity-type":"item","numeric-id":57178,"id":"Q57178"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$BB32DC43-AA6E-4580-B08C-B73824939D4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"7aac00570a74583c448c8c2a1fe16ed9aaeff406","datavalue":{"value":{"entity-type":"item","numeric-id":57179,"id":"Q57179"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$4674A042-BB6F-4836-8BE3-16CFD170A9A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"9c5bb57a1c69c2a3dad0a744f61005139699240a","datavalue":{"value":{"entity-type":"item","numeric-id":151887,"id":"Q151887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$C93E429F-B56B-439D-85FE-241A1E0B4C78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"9ccf8253aa5f8adbb5b3a5987b5024509854f007","datavalue":{"value":{"entity-type":"item","numeric-id":23563,"id":"Q23563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$1A844267-EEC9-439B-BB81-6612E0B69960","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"bb4415a3d916dd67cf20ecadc24bc40dde7fa205","datavalue":{"value":{"entity-type":"item","numeric-id":21978,"id":"Q21978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P132":[{"snaktype":"value","property":"P132","hash":"65874b256348d182740d4e62de33481f913cfd41","datavalue":{"value":"\u2265 0.10-0","type":"string"},"datatype":"string"}]},"qualifiers-order":["P132"],"id":"Q142134$607F43F6-CCFE-4E94-AD85-A820FAE0C60F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"8a5e3a9e4a4012f640b31642ee9222e6bef657a6","datavalue":{"value":{"entity-type":"item","numeric-id":22562,"id":"Q22562"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$83F07BEE-F990-4CF8-AF55-CAA23D180751","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"337c07229dd4002caa92716cc8f96ce90be294e6","datavalue":{"value":{"entity-type":"item","numeric-id":16708,"id":"Q16708"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$594A999D-F88C-4F96-A94D-94F8C017E2F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"181574dfe61d92a30914c897a5022337ec55662b","datavalue":{"value":{"entity-type":"item","numeric-id":57412,"id":"Q57412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$CFE66915-2FC7-4EA3-8CA9-8F6B847253CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"763ab1af0d78af1e43710d686a298c3714e83ab4","datavalue":{"value":{"entity-type":"item","numeric-id":57371,"id":"Q57371"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$9EC512D8-5E09-493E-B116-0E07C888E439","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"87e30d5bd3e30f145778c4a9083f0cc4157ef9ad","datavalue":{"value":{"entity-type":"item","numeric-id":31184,"id":"Q31184"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$0EBE6B19-C4A2-4899-BA22-9D6995201ED1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"377927ca9faccb74fb3425e77d43b739b674c2ef","datavalue":{"value":{"entity-type":"item","numeric-id":57344,"id":"Q57344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$31D26C28-7F9D-45F2-9885-90527C6CB7EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"0510ed3156cc5ee6abb68f5c48f85ae24729762a","datavalue":{"value":{"entity-type":"item","numeric-id":57372,"id":"Q57372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$12219079-0744-4058-9508-0B868FBA8D16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"e7b04ce92d146d5d978c7c8f63cf04c3637da594","datavalue":{"value":{"entity-type":"item","numeric-id":36230,"id":"Q36230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$0E95B43C-196E-4270-B822-B82555FD7D40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"bd9baf02a50a5963b258028913207f83e0a26758","datavalue":{"value":{"entity-type":"item","numeric-id":57177,"id":"Q57177"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$14C922A2-78D3-445C-82CB-E42C66F8A40B","rank":"normal"}],"P342":[{"mainsnak":{"snaktype":"value","property":"P342","hash":"fe12f5e01d046912e5e7daea96ad81df7a13e944","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P132":[{"snaktype":"value","property":"P132","hash":"80fca46c3954ff05c86a299f880b7354881f6198","datavalue":{"value":"\u2265 4.2.0","type":"string"},"datatype":"string"}]},"qualifiers-order":["P132"],"id":"Q142134$BE6C8064-6209-43BF-9B7D-F495F14BC23D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"908c3454b3659c4b140ccce33c5aee31081edc8d","datavalue":{"value":{"entity-type":"item","numeric-id":5976450,"id":"Q5976450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q142134$29F420CA-F67C-4147-B711-F0AE760F19DE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Ldhmm","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Ldhmm"}}}}}