An efficient sequential learning algorithm in regime-switching environments

Mathematics

• Sequential Algorithm 100%
• Learning Algorithm 89%
• Learning 68%
• Sequential Monte Carlo Methods 56%
• Stock Returns 56%
• State Estimation 48%
• State-space Model 45%
• Excess 40%
• Filtering 37%
• Parameter Estimation 34%
• Model-based 33%
• Monte Carlo Simulation 32%
• Observation 24%
• Imply 23%
• Simulation 23%

Business & Economics

• Learning Algorithm 90%
• Regime Switching 85%
• Particles 68%
• State-space Model 65%
• Monte Carlo Simulation 58%
• Learning Methods 46%
• Monte Carlo Method 44%
• Parameter Estimation 43%
• Stock Returns 31%
• Simulation 25%
• United States of America 15%

Social Sciences

• simulation 59%
• regime 53%
• available information 39%
• learning method 37%
• learning 25%