Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion

By Abdulrahman Alswaidan, Jeffrey Varner

Published 2026-04-02

Everscope rating

1448

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

5 / 5

About this paper

Methodology: Hybrid Hidden Markov Model with Poisson Jump-Duration Mechanism (HMM-WJ). Problem types: Generative Modeling, Time Series Forecasting, Risk Management, Density Estimation, Portfolio Optimization.

arXiv:2603.10202 · Code · Paper rankings

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