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        "description": "===============\nregime_switch_model\n===============\nregime_switch_model is a set of algorithms for learning and inference\nof the Regime-Switching Model.\n\n\nImportant links\n===============\n\n* Official source code repo: https://github.com/Liuyi-Hu/regime_switch_model\n\nDependencies\n============\n\nThe required dependencies to use regime_switch_model are\n\n* Python >= 2.7\n* NumPy (tested to work with >=1.13.1)\n* SciPy (tested to work with >=0.19.0)\n* scikit-learn >= 0.18.1\n\n\nInstallation\n============\n\nFirst make sure you have installed all the dependencies listed above. Then run\nthe following command::\n\n    pip install -U --user regime_switch_model\n\n\nReference\n============\n* Ma, Ying, Leonard MacLean, Kuan Xu, and Yonggan Zhao. \"A portfolio optimization model with regime-switching risk factors for sector exchange traded funds.\" Pac J Optim 7, no. 2 (2011): 281-296.\n\nCredits\n============\nPart of the code are from Python package 'hmmlearn'. Their source code can be found here: https://github.com/hmmlearn/hmmlearn\n\n\n",
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