Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50 (Q2180280)
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scientific article; zbMATH DE number 7200408
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| English | Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50 |
scientific article; zbMATH DE number 7200408 |
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Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50 (English)
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13 May 2020
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HMM
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market efficiency
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hidden Markov model
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algorithmic
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0.7362406253814697
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0.7247730493545532
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0.7221434712409973
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0.7171670794487
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