Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models

Lennart Oelschläger^*, Timo Adam

^*Corresponding author for this work

Research output: Working paper

Access to Document

@techreport{b37c4a709f94435dac05b39a3e680376,

title = "Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models",

author = "Lennart Oelschl{\"a}ger and Timo Adam",

year = "2020",

month = jul,

day = "29",

language = "English",

publisher = "arXiv",

type = "WorkingPaper",

institution = "arXiv",

}