Switching Models

Thesis name: "Development of machine learning algorithms for estimating regime-switching models"

Название: "Разработка алгоритмов машинного обучения для построения моделей с переключением состояний"

This repository contains $\LaTeX$ source & materials for the Master's Dissertation of Anatoly Makarevich at the Belarusian State University.

It also contains the regime_switching library, Jupyter notebook examples, and even a Dockerfile to get everything running.

The document itself is mostly in Russian (besides a Thesis page) and available as a PDF directly here or at the release URL.

Thanks for your interest!