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An efficient sequential learning algorithm in regime-switching environments
Jaeho Kim
,
Sunhyung Lee
Economics
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peer-review
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Computer Science
Learning Algorithm
100%
State Space
100%
State Estimation
100%
Index Variable
100%
Learning Scheme
100%
Proposal Distribution
100%
Monte Carlo Simulation
100%
Sequential Learning
100%
United States of America
100%
Psychology
Learning Algorithm
100%
Gaussian Distribution
100%
Scheme
100%
United States of America
100%
Economics, Econometrics and Finance
Monte Carlo Simulation
100%
Regime Switching
100%
Capital Market Returns
50%
State Space Model
50%
United States of America
50%
Mathematics
Monte Carlo Method
100%
Space Model
50%
Gaussian Distribution
50%
Proposal Distribution
50%
Empirical Illustration
50%
Keyphrases
Excess Stock Returns
50%
Sequential Monte Carlo Methods
50%
Nonlinear States
50%
Combined States
50%
Social Sciences
Regime Switching
100%
State Space Model
50%