Mohamed Saidane

Available identifiers

zbMath Open saidane.mohamedWikidataQ102297489 ScholiaQ102297489MaRDI QIDQ636174

List of research outcomes

Publication	Date of Publication	Type
Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models	2021-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q5171119	2014-07-25	Paper
Generalized Linear Factor Models: A New Local EM Estimation Algorithm	2013-11-14	Paper
A structured variational learning approach for switching latent factor models	2011-08-25	Paper
Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models	2011-04-18	Paper
Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models	2009-11-16	Paper
Conditionally heteroscedastic factorial HMMs for time series in finance	2009-02-28	Paper
An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models	2008-10-28	Paper

Research outcomes over time

This page was built for person: Mohamed Saidane