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Hidden Markov models with factored Gaussian mixtures densities

✍ Scribed by Hao-Zheng Li; Zhi-Qiang Liu; Xiang-Hua Zhu

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 267 KB
Volume: 38
Category: Article
ISSN: 0031-3203
DOI: 10.1016/j.patcog.2005.01.027

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## Abstract We consider a utility‐based portfolio selection problem, where the parameters change according to a Markovian market that cannot be observed perfectly. The market consists of a riskless and many risky assets whose returns depend on the state of the unobserved market process. The states