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The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution, by Gregory Zuckerman

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The Baum-Welch algorithm provided a way to estimate probabilities and parameters within these complex sequences with little more information than the output of the processes.
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The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
by Gregory Zuckerman
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