Trend forecasting of financial time series using PIPs detection and continuous HMM.
Sang Ho ParkJu-Hong LeeHyo-Chan LeePublished in: Intell. Data Anal. (2011)
Keyphrases
- financial time series
- turning points
- financial time series forecasting
- stock market
- hidden markov models
- financial data
- exchange rate
- non stationary
- stock exchange
- stock price
- stock returns
- detection algorithm
- multivariate time series
- parallel algorithm
- short term
- information extraction
- long term
- data analysis
- feature selection
- conditional random fields
- anomaly detection
- feature extraction