Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (Q6669919)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7973584
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models |
scientific article; zbMATH DE number 7973584 |
Statements
Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models (English)
0 references
22 January 2025
0 references
decoding market behaviour
0 references
hidden Markov models
0 references
state-space models
0 references
temporal resolution
0 references
time series modelling
0 references
0 references
0 references
0 references
