A hidden Markov model to detect regime changes in cryptoasset markets.
Paolo GiudiciIman Abu HashishPublished in: Qual. Reliab. Eng. Int. (2020)
Keyphrases
- hidden markov models
- speech recognition
- gesture recognition
- markov models
- conditional random fields
- hidden state
- viterbi algorithm
- sequential data
- hidden states
- handwritten word recognition
- hierarchical hidden markov model
- markov model
- discriminative training
- n gram
- automatic speech recognition
- continuous hidden markov models