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August 1, 2026Open Access

A Theoretical Framework for Dynamic Volatility Analysis in Slot Machines: A Regime-Switching Hidden Markov Model (MS-HMM) Approach

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Authors

WLWilson Andres Lombardo

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Overview

Theoretical framework shows improved volatility analysis in slot machines, suggesting enhanced game design insights.

Key Points

  • This research aims to improve volatility analysis in slot machines using a dynamic approach.
  • Introduced a Regime-Switching Hidden Markov Model (MS-HMM) for volatility assessment.
  • Analyzed volatility dynamics through Extreme Value Theory (EVT).
  • Achieved calculations without Monte Carlo simulations, challenging IID assumptions.
  • Demonstrated more accurate volatility dynamics than traditional methods.
  • Provided a robust dynamic volatility index with improved precision.
  • Showed effective performance in modeling conditional heteroskedasticity.

Cite This Study

Wilson Andres Lombardo (2026) studied this question.

synapsesocial.com/papers/6a6d9833e258b358b3c6b37fhttps://doi.org/10.5281/zenodo.21707876
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