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Bans crypto | Baum, L. Abstract In this paper we develop a linear expectile hidden Markov model for the analysis of cryptocurrency time series in a risk management framework. Akaike, H. Access this article Log in via an institution. References Adam, T. Katsiampa, P. Taylor, J. |
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The Celsius Fraud Is Even Worse Than We ThoughtIn this paper, we consider a variety of multi-state hidden Markov models for predicting and explaining the Bitcoin, Ether and Ripple returns in the presence. Hidden Markov models is a statistical signal prediction model for sequential data, which has been widely used, among else, to predict economic. 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.