David Suda, Luke Spiteri. Comparing Market Phase Features for Cryptocurrency and Benchmark Stock Index Using HMM and HSMM Filtering. In Witold Abramowicz, Rafael Corchuelo, editors, Business Information Systems Workshops - BIS 2019 International Workshops, Seville, Spain, June 26-28, 2019, Revised Papers. Volume 373 of Lecture Notes in Business Information Processing, pages 195-207, Springer, 2019. [doi]
Abstract is missing.