32 citations · 34 across the 9 of their papers we have counts for
1 paper · 1 filter
Sara Rebagliati, Emanuela Sasso, Samuele Soraggi
Working on the daily closing prices and logreturns, in this paper we deal with the use of Hidden Markov Models (HMMs) to forecast the price of the EUR/USD Futures. The aim of our w…