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Everestus O. Ossai, Uchenna C. Nduka, Mbanefo S. Madukaife, Akaninyene U. Udom & Samson O. Ugwu. (2023) An extended Markov-switching model approach to latent heterogeneity in departmentalized manpower systems. Communications in Statistics - Theory and Methods 0:0, pages 1-20.
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Valeriy Zakamulin. (2023) Revisiting the duration dependence in the US stock market cycles. Applied Economics 55:4, pages 357-368.
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Akaninyene Udo Udom & Ukobong Gregory Ebedoro. (2021) On multinomial hidden Markov model for hierarchical manpower systems. Communications in Statistics - Theory and Methods 50:6, pages 1370-1386.
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Julien Chevallier & Stéphane Goutte. (2017) Cross-country performance of Lévy regime-switching models for stock markets. Applied Economics 49:2, pages 111-137.
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Tsukasa Hokimoto & Kunio Shimizu. (2014) A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation. Journal of Applied Statistics 41:2, pages 294-319.
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Articles from other publishers (22)
Beatrice Foroni, Luca Merlo & Lea Petrella. (2024) Expectile hidden Markov regression models for analyzing cryptocurrency returns. Statistics and Computing 34:2.
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Eduard Baitinger & Leonard Hoch. (2024) Simplicity versus Complexity: A Comparative Analysis of HMM and HSMM for Regime-Based Asset Allocation. SSRN Electronic Journal.
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Javier Giner & Valeriy Zakamulin. (2023) A regime-switching model of stock returns with momentum and mean reversion. Economic Modelling 122, pages 106237.
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Lennart Oelschläger & Timo Adam. (2021) Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models. Statistical Modelling 23:2, pages 107-126.
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Valeriy Zakamulin. (2022) Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. Risk Management 25:1.
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Dasom Lee & Sujit Ghosh. (2022) Bayesian Analysis of First-Order Markov Models for Autocorrelated Binary Responses. Journal of Statistical Theory and Practice 17:1.
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Dodi Devianto, Al Raqna Sari, Maiyastri, Afridian Wirahadi Ahmad & Dwi Sulistiowati. (2022) Hidden Markov Model as the Predictive Time Series Movement of Natural Gas Price. Hidden Markov Model as the Predictive Time Series Movement of Natural Gas Price.
Fulvia Pennoni, Francesco Bartolucci, Gianfranco Forte & Ferdinando Ametrano. (2021) Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model. Economic Notes 51:1.
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K.M. George. (2021) Slicing the Past to Predict Future. Slicing the Past to Predict Future.
Marius Ötting. (2021) Predicting play calls in the National Football League using hidden Markov models. IMA Journal of Management Mathematics 32:4, pages 535-545.
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Chih-Hsuan Wang & Jen-Zen Chen. (2021) Combining hidden Markov models with probabilistic Bayes networks to conduct business forecasting and risk simulation. Soft Computing 25:13, pages 8773-8784.
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Ozgur Danisman & Umay Uzunoglu Kocer. (2021) Hidden Markov models with binary dependence. Physica A: Statistical Mechanics and its Applications 567, pages 125668.
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Yidi Ge, Jiangnan Qiu, Zhiyong Liu, Wenjing Gu & Liwei Xu. (2020) Beyond negative and positive: Exploring the effects of emotions in social media during the stock market crash. Information Processing & Management 57:4, pages 102218.
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Özler ÖZGÜR. (2020) TREND DETECTION THROUGH SEGMENTATION USING DISCRETE HIDDEN MARKOV MODELAYRIK GİZLİ MARKOV MODELİNİ KULLANARAK SEGMENTASYON YOLUYLA TREND TESPİTİ. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 38:2, pages 267-295.
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Öyküm Esra AŞKIN. (2020) ANALYSIS OF CHANGES IN İSTANBUL CITY INDEX VALUES WITH HIDDEN MARKOV MODEL. M U Iktisadi ve Idari Bilimler Dergisi 41:2, pages 319-337.
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Antonello Maruotti, Antonio Punzo & Luca Bagnato. (2019) Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series. Journal of Financial Econometrics 17:1, pages 91-117.
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Duan Liu, Zhicheng Cai & Xiaoping Li. (2017) Hidden Markov Model Based Spot Price Prediction for Cloud Computing. Hidden Markov Model Based Spot Price Prediction for Cloud Computing.
Luca De Angelis & Cinzia Viroli. (2017) A Markov-switching regression model with non-Gaussian innovations: estimation and testing. Studies in Nonlinear Dynamics & Econometrics 21:2.
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José G. Dias, Jeroen K. Vermunt & Sofia Ramos. (2015) Clustering financial time series: New insights from an extended hidden Markov model. European Journal of Operational Research 243:3, pages 852-864.
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Leonard J. Paas. (2014) Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates. TEST 23:3, pages 473-477.
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Giuseppe Cavaliere, Michele Costa & Luca De Angelis. 2015. Advances in Latent Variables. Advances in Latent Variables
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Valeriy Zakamulin & Javier Giner. (2021) Momentum and Mean-Reversion in a Semi-Markov. SSRN Electronic Journal.
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