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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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