A research-grade equity trading bot that uses a Hidden Markov Model to identify market regimes in real time and adjusts position sizing continuously using the Moreira-Muir (2017) volatility-targeting ...

A complete C++ implementation of the Python hmmlearn library, featuring modern C++17, Eigen for linear algebra, and comprehensive HMM algorithms. hmm_c++/ ├── include/ # Header files │ ├── types.hpp # ...

Creative Commons (CC): This is a Creative Commons license. Attribution (BY): Credit must be given to the creator. Pulse-like signals are ubiquitous in the field of single molecule analysis, e.g., ...

Fitness technology is advancing at a breakneck speed. A few years ago, you had to pay top dollar for a watch that can measure steps relatively accurately or shoes that are somewhat suitable for ...

The progression of complex diseases is generally divided as a normal state, a pre-disease state or tipping point, and a disease state. Developing individual-specific method that can identify the ...

Abstract: In this project, we propose an SoC solution to accelerate the Pair-HMM's forward algorithm which is the key performance bottleneck in the GATK's HaplotypeCaller tool for DNA variant calling.

In recent years, the accuracy of speech recognition (SR) has been one of the most active areas of research. Despite that SR systems are working reasonably well in quiet conditions, they still suffer ...

Human-disease etiology can be better understood with phase information about diploid sequences. We present a method for estimating haplotypes, using genotype data from unrelated samples or small ...

Abstract: Existing algorithms for estimating the model parameters of an explicit-duration hidden Markov model (HMM) usually require computations as large as O((MD/sup 2/ + M/sup 2/)T) or O(M/sup 2/ DT ...