Hidden Markov Model for Stock Selection

Hidden Markov Model for Stock Selection

The hidden Markov model (HMM) is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for sto...

Full description

Bibliographic Details
Main Authors: Nguyet Nguyen, Dung Nguyen
Format: Article
Language:English
Published: MDPI AG 2015-10-01
Series:Risks
Subjects:
hidden Markov model
economics
observations
regimes
prediction
stocks
scores
ranking
MLE
Online Access:http://www.mdpi.com/2227-9091/3/4/455

Internet

http://www.mdpi.com/2227-9091/3/4/455

Similar Items