financial time series

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Momentum Investment Strategy Using a Hidden Markov Model
Hosun Ryou;Han Hee Bae;Hee Soo Lee;Kyong Joo Oh;Ryou, Hosun;Bae, Han Hee;Lee, Hee Soo;Oh, Kyong...
2020 sustainability DOI: 10.3390/su12177031 149 views

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hidden markov model (hmm) momentum investment strategy