An improvement of hidden Markov model for stock market predictions.
Seyed Kazem ChavoshiAzadeh MansouriSorour SheidaniPublished in: Int. J. Reason. based Intell. Syst. (2022)
Keyphrases
- hidden markov models
- stock market
- short term
- stock price
- stock exchange
- trading rules
- financial time series
- speech recognition
- financial data
- stock trading
- hidden states
- markov model
- financial news
- stock index futures
- conditional random fields
- long term
- handwritten word recognition
- stock data
- markov models
- financial markets
- viterbi algorithm
- sequential data
- hierarchical hidden markov model
- garch model
- stock returns
- continuous hidden markov models
- topic models
- hidden state
- anomaly detection
- text classification
- speech signal