Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (Q6669919)

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scientific article; zbMATH DE number 7973584
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English
Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models
scientific article; zbMATH DE number 7973584

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    Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (English)
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    22 January 2025
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    decoding market behaviour
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    hidden Markov models
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    state-space models
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    temporal resolution
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    time series modelling
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