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 stu...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-10-01
|
| Series: | Information |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2078-2489/10/10/322 |