Analysis and Comparison of Bitcoin and S and P 500 Market Features Using HMMs and HSMMs <sup>†</sup>
We implement hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs) on Bitcoin/US dollar (BTC/USD) with the aim of market phase detection. We make analogous comparisons to Standard and Poor’s 500 (S and P 500), a benchmark traditional stock index and a protagonist of several studies...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2019-10-01
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| coleção: | Information |
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| Acesso em linha: | https://www.mdpi.com/2078-2489/10/10/322 |
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