Stock price forecasting using hidden Markov model.
Ernest Oseghale AmiensIfuero Osad OsamwonyiPublished in: Int. J. Inf. Decis. Sci. (2022)
Keyphrases
- hidden markov models
- stock price
- exchange rate
- financial time series
- technical indicators
- stock market
- option pricing
- short term
- stock exchange
- foreign exchange
- non stationary
- historical data
- speech recognition
- financial markets
- financial data
- news articles
- sequential data
- markov models
- conditional random fields
- long term
- hidden state
- hidden states
- garch model
- handwritten word recognition
- viterbi algorithm
- multi stream
- markov model
- hierarchical hidden markov model
- wordnet
- em algorithm
- continuous hidden markov models