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Hidden Markov Model #1

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drew2323 opened this issue Feb 26, 2024 · 0 comments
Open

Hidden Markov Model #1

drew2323 opened this issue Feb 26, 2024 · 0 comments
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idea Idea for strategy investigate Needs investigating

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@drew2323
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Využít Hidden Markov Model pro identifikaci režimu trhu. Použít hmmlearn knihovna a aplikovat na intradenní microstrukturu s cílem identifikovat trendy. Tzn. označit v tréninkových datech target uptrend, downtrend, notrend.

https://chat.openai.com/c/79f0ac44-b8c2-4e4a-bebd-eb6fb121da1a

Hidden Markov Model library- https://github.com/hmmlearn/
@drew2323 drew2323 added idea Idea for strategy investigate Needs investigating labels Feb 26, 2024
@drew2323 drew2323 mentioned this issue Mar 12, 2024
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