Installation
About
Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation. See Oelschläger, L. and Adam, T. "Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models" (2021, Statistical Modelling) doi:10.1177/1471082X211034048 for a reference.
| loelschlaeger.de/fHMM/ | |
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