A normal - hidden markov model model in forecasting stock index
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DOI:
https://doi.org/10.15625/1813-9663/28/3/627Abstract
Stock market analysis and prediction are one of the interesting areas in which past data could be used to anticipate and predict data and information about the future. Technically speaking, this area is of high importance for professionals in the industry of finance and stock exchange as they can lead and direct future trends or manage crises over time. In this paper, we try to take advantage of Hidden Markov Models to analyze, model and predict the required data having the past data.
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Published
04-10-2012
How to Cite
[1]
L. T. Tuyên, N. V. Hùng, T. T. Ninh, P. Q. Vương, N. M. Đức, and Đào X. Kỳ, “A normal - hidden markov model model in forecasting stock index”, JCC, vol. 28, no. 3, pp. 206–216, Oct. 2012.
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Cybernetics
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