A combination of hidden Markov model and fuzzy model for stock market forecasting.
Md. Rafiul HassanPublished in: Neurocomputing (2009)
Keyphrases
- hidden markov models
- stock market
- fuzzy model
- short term
- financial time series
- garch model
- long term
- input output
- membership functions
- foreign exchange
- fuzzy rules
- stock price
- stock exchange
- fuzzy clustering
- rule base
- financial data
- fuzzy sets
- forecasting model
- stock index futures
- financial markets
- conditional random fields
- pattern recognition
- learning algorithm