Temporal mixture models

Reference

Guo, Tian, Albert Bifet, and Nino Antulov-Fantulin. "Bitcoin volatility forecasting with a glimpse into buy and sell orders." 2018 IEEE International Conference on Data Mining (ICDM). IEEE, 2018.

@inproceedings{guo2018bitcoin,
title={Bitcoin volatility forecasting with a glimpse into buy and sell orders},
author={Guo, Tian and Bifet, Albert and Antulov-Fantulin, Nino},
booktitle={2018 IEEE international conference on data mining (ICDM)},
pages={989--994},
year={2018},
organization={IEEE}
}