This is a summary of links featured on Quantocracy on Sunday, 02/26/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Introduction to Hidden Markov Models with Python Networkx and Sklearn [Black Arbs]Who is Andrey Markov? What is the Markov Property? What is a Markov Model? What makes a Markov Model Hidden? A Hidden Markov Model for Regime Detection Conclusion References Who is Andrey Markov? Markov was a Russian mathematician best known for his work on stochastic processes. The focus of his early work was number theory but after 1900 he focused on probability theory, so much so that he taught