fHMM-package: fHMM: Fitting Hidden Markov Models to Financial Data
In fHMM: Fitting Hidden Markov Models to Financial Data
fHMM-package R Documentation
fHMM: Fitting Hidden Markov Models to Financial Data
Description
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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1177/1471082X211034048")} for a reference.
Author(s)
Maintainer: Lennart Oelschläger oelschlaeger.lennart@gmail.com (ORCID)
Authors:
Timo Adam ta59@st-andrews.ac.uk (ORCID)
Rouven Michels r.michels@uni-bielefeld.de (ORCID)
See Also
Useful links:
fHMM documentation built on Oct. 12, 2023, 5:10 p.m.
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| fHMM-package | R Documentation |
fHMM: Fitting Hidden Markov Models to Financial Data
Description
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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1177/1471082X211034048")} for a reference.
Author(s)
Maintainer: Lennart Oelschläger oelschlaeger.lennart@gmail.com (ORCID)
Authors:
Timo Adam ta59@st-andrews.ac.uk (ORCID)
Rouven Michels r.michels@uni-bielefeld.de (ORCID)
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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