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Comparing Market Phase Features for Cryptocurrency and Benchmark Stock Index Using HMM and HSMM Filtering.

David SudaLuke Spiteri
Published in: BIS (Workshops) (2019)
Keyphrases
  • hidden markov models
  • stock price
  • co occurrence
  • stock market
  • decision making
  • feature extraction
  • financial markets
  • stock exchange
  • empirical analysis
  • stock index
  • conditional random fields
  • dimension reduction