Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50 (Q2180280)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50 |
scientific article |
Statements
Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50 (English)
0 references
13 May 2020
0 references
HMM
0 references
market efficiency
0 references
hidden Markov model
0 references
algorithmic
0 references