Detecting bearish and bullish markets in financial time series using hierarchical Hidden Markov models

Lennart Oelschläger^*, Timo Adam

^*Corresponding author for this work

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Research output: Contribution to journal › Article › peer-review

1 Working paper

1 results

2020

Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models
Oelschläger, L. & Adam, T., 29 Jul 2020, arXiv.
Research output: Working paper