The hidden Markov model (HMM) is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for...

Cryptocurrencies are currently traded worldwide, with hundreds of different currencies in existence and even more on the way. This study implements some statistical and machine learning approaches for cryptocurrency investments. First, we implement GJR-GARCH over the GARCH model to estimate the...

Time series analysis of daily stock data and building predictive models are complicated. This paper presents a comparative study for stock price prediction using three different methods, namely autoregressive integrated moving average, artificial neural network, and stochastic process-geometric...

Hidden Markov model (HMM) is a statistical signal prediction model, which has been widely used to predict economic regimes and stock prices. In this paper, we introduce the application ofHMMin trading stocks (with S&P 500 index being an example) based on the stock price predictions. The...

Future stock prices depend on many internal and external factors that are not easy to evaluate. In this paper, we use the Hidden Markov Model, (HMM), to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook, based on their historical data. We first use the...

Organizational ambidexterity wurde kürzlich als "heisses Thema" innerhalb der Strategieforschung bezeichnet (Birkinshaw and Gupta, 2014: 2). Es definiert sich als die Fähigkeit einer Firma gleichzeitig exploration und exploitation durchzuführen (Gupta et al., 2006) und hat sich als "neues...