Prediction of stock price based on hidden Markov model and nearest neighbour algorithm.
Asadullah Al GalibMahbub AlamRashedur M. RahmanPublished in: Int. J. Inf. Decis. Sci. (2014)
Keyphrases
- hidden markov models
- nearest neighbour algorithm
- stock price
- financial time series
- stock market
- speech recognition
- nearest neighbour
- learning algorithm
- hopfield network
- competitive learning
- historical data
- non stationary
- news articles
- hierarchical hidden markov model
- continuous hidden markov models
- long term
- data analysis
- machine learning