2018年3月26日 · Hidden Markov model (HMM) is a statistical signal prediction model, which has been widely used to predict economic regimes and stock prices. In this paper, we introduce the application of HMM...

This paper presents a method for predicting stock returns using principal component analysis (PCA) and the hidden Markov model (HMM) and tests the results of trading stocks based on this approach and finds that the model yields a strategy that outperforms the buy-and-hold strategy in terms of the annualized Sharpe ratio.

2021年5月26日 · Stock Price Prediction using Hidden Markov Model Nguyet Nguyen An inequality with applications to statistical estimation for probabilistic functions of Markov process and to a model for...

2020年12月31日 · Hidden Markov model (HMM) is a powerful machine-learning method for data regime detection, especially time series data. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market. First, the five important factors of a stock are identified and scored based on its historical performances.

The hidden Markov model (HMM) is a signal prediction model which has been used to predict economic regimes and stock prices. In this paper we use HMM to predict the daily stock price of three stocks: Apple, Google and Facebook.

Abstract: Hidden Markov model (HMM) is a powerful machine-learning method for data regime detection, especially time series data. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market. First, the five important factors of a stock are identified and scored based on its historical performances.

ABSTRACT: This paper expounds the nitty-gritty of stock returns transitory, periodical behavior of its markets’ demands and cyclical-like tenure-changing of number of the stocks sold.

2018年3月26日 · Hidden Markov model (HMM) is a statistical signal prediction model, which has been widely used to predict economic regimes and stock prices. In this paper, we introduce the application of HMM in trading stocks (with S&P 500 index being an example) based on the stock price predictions.

Abstract: Hidden Markov model (HMM) is a statistical signal prediction model, which has been widely used to predict economic regimes and stock prices. In this paper, we introduce the application of HMM in trading stocks (with S&P 500 index being an example) based on the stock price predictions.

2024年5月7日 · Recognizing the need for greater technology-driven innovation in finance, this study introduces a pioneering Neural Ordinary Differential Equations (NODE) model, engineered explicitly for stock price forecasting.