Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk

By Abdulrahman Alswaidan, Cade Jin, Jeffrey D. Varner

Published 2026-06-22

Everscope rating

1626.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Continuous Hidden Markov Model with Unified EM Framework. Problem types: Generative Modeling, Risk Management, Density Estimation, Time Series Forecasting, Portfolio Optimization.

arXiv:2606.23492 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.