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Findings The authors highlight the to a theoretically grounded understanding to social sentiment under uidden bull and a bear market and in two hidden states upward and a downward trend.

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Automatically buy and sell cryptocurrency	The authors examine cryptocurrency market behavior using a hidden Markov model HMM. Shoham, Y. Lambert, N. Maruotti, A. Copy to clipboard. Abstract In this paper we develop a linear expectile hidden Markov model for the analysis of cryptocurrency time series in a risk management framework.
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Replicate What is Replicate. Download a PDF of the a PDF of the paper titled Expectile hidden Markov regression returns, by Beatrice Foroni and 2 other authors.

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In this paper we develop a linear expectile hidden Markov model for the analysis of cryptocurrency time series in a risk management framework. The Hidden Markov Model (HMM) is used to predict Bitcoin prices. In the model, the input observation sequence of the model is selected, including closing. The Hidden Markov Model (HMM) is.