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Philip Ajibola Bankole

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#diffusion models Dataset Open access Oct 2026

Replication Data and Python Code for: Pathwise Concentration in Regime-Switching Fractional Diffusions

This repository contains the S&P 500 dataset (n=4{,}211 daily logarithmic returns) and Python code used to empirically motivate the regime-switching framework in the associated manuscript. The code implements the scaled forward--backward EM algorithm to fit a two-state Gaussian hidden Markov model, generating maximum l...

Philip Ajibola Bankole · 0 citations
#diffusion models Dataset Open access Oct 2026

Replication Data and Python Code for: Pathwise Concentration in Regime-Switching Fractional Diffusions

This repository contains the S&P 500 dataset (n=4{,}211 daily logarithmic returns) and Python code used to empirically motivate the regime-switching framework in the associated manuscript. The code implements the scaled forward--backward EM algorithm to fit a two-state Gaussian hidden Markov model, generating maximum l...

Philip Ajibola Bankole · 0 citations

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