Mohamed Saidane

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting portfolio-value-at-risk with mixed factorial hidden Markov models Croatian operational research review	2021-01-27	Paper
Assessing the forecasting accuracy of the conditionally heteroskedastic latent factor model	2014-07-25	Paper
Generalized linear factor models: a new local EM estimation algorithm Communications in Statistics. Theory and Methods	2013-11-14	Paper
A structured variational learning approach for switching latent factor models AStA. Advances in Statistical Analysis	2011-08-25	Paper
Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models Journal of Statistical Theory and Practice	2011-04-18	Paper
Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models Computational Economics	2009-11-16	Paper
Conditionally heteroscedastic factorial HMMs for time series in finance Applied Stochastic Models in Business and Industry	2009-02-28	Paper
An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models Communications in Statistics: Theory and Methods	2008-10-28	Paper

Research outcomes over time

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