3 citations · 3 across the 1 of their papers we have counts for
3 papers
Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models
Constandina Koki, Stefanos Leonardos, Georgios Piliouras
In 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 of state (regime) dynam…
Coalitions & Voting Power in the Greek Parliament of 2012: A Case-Study
Constandina Koki, Stefanos Leonardos
We revisit the May and June 2012 Greek Parliamentary elections and the December 2014 Presidential election that was held by the June-elected Parliament. The three voting instances…
Forecasting under model uncertainty:Non-homogeneous hidden Markov models with Polya-Gamma data augmentation
Constandina Koki, Loukia Meligkotsidou, Ioannis Vrontos
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive re…