Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning

Fuente: arXiv

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Bibliographic Details
Main Authors:	Verma, Ajay Kumar, Putri, Nunik Srikandi, Lesupi, Neo Paul
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Econometrics Computational Finance Mathematical Finance Statistical Finance 91G10, 62M05, 68T05, 91G80 I.2.6; G.3; J.1
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.27848