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Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emissio

Publication: Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk. Published Jun 22, 2026.

arxiv.orgPublished Jun 22, 2026
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Overview

Publication: Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk. Published Jun 22, 2026.

Publication information

Publication title
Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk
Authors
Abdulrahman Alswaidan, Cade Jin, Jeffrey D. Varner
Published
Jun 22, 2026
Last publication revision
Jun 22, 2026
Subject areas
q-fin.ST, q-fin.CP, q-fin.RM
Publication source
arxiv.org · abs/2606.23492v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2606.23492 ↗

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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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