A fusion model of HMM, ANN and GA for stock market forecasting
Expert Systems with Applications: An International Journal
Combining News and Technical Indicators in Daily Stock Price Trends Prediction
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
A prediction algorithm for time series based on adaptive model selection
Expert Systems with Applications: An International Journal
Forecasting Change Directions for Financial Time Series Using Hidden Markov Model
RSKT '09 Proceedings of the 4th International Conference on Rough Sets and Knowledge Technology
Providing predictions on distributed HMMs with privacy
Artificial Intelligence Review
Data Stream Prediction Using Incremental Hidden Markov Models
DaWaK '09 Proceedings of the 11th International Conference on Data Warehousing and Knowledge Discovery
Automatic stock decision support system based on box theory and SVM algorithm
Expert Systems with Applications: An International Journal
Incorporating the Markov chain concept into fuzzy stochastic prediction of stock indexes
Applied Soft Computing
Forecasting Approach Using Hybrid Model ASVR/NGARCH with Quantum Minimization
ICIC '07 Proceedings of the 3rd International Conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence
Data Driven Rank Ordering and Its Application to Financial Portfolio Construction
KSEM '09 Proceedings of the 3rd International Conference on Knowledge Science, Engineering and Management
Intelligent stock trading system based on SVM algorithm and oscillation box prediction
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Private predictions on hidden Markov models
Artificial Intelligence Review
Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting
Knowledge-Based Systems
Financial time series prediction in cooperating with event knowledge: a fuzzy approach
MICAI'10 Proceedings of the 9th Mexican international conference on Artificial intelligence conference on Advances in soft computing: Part II
An agent-based approach to the dynamic price problem
KES-AMSTA'11 Proceedings of the 5th KES international conference on Agent and multi-agent systems: technologies and applications
Journal of Global Optimization
A new approach to neural network based stock trading strategy
IDEAL'11 Proceedings of the 12th international conference on Intelligent data engineering and automated learning
Stock price prediction based on procedural neural networks
Advances in Artificial Neural Systems
Survey on classifying human actions through visual sensors
Artificial Intelligence Review
Proceedings of the 27th Annual ACM Symposium on Applied Computing
Using HMM for predicting response time of web services
Proceedings of the CUBE International Information Technology Conference
A hybrid fuzzy intelligent agent-based system for stock price prediction
International Journal of Intelligent Systems
A parallel evolutionary algorithm for technical market indicators optimization
Natural Computing: an international journal
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This paper presents Hidden Markov Models (HMM) approach for forecasting stock price for interrelated markets. We apply HMM to forecast some of the airlines stock. HMMs have been extensively used for pattern recognition and classification problems because of its proven suitability for modelling dynamic systems. However, using HMM for predicting future events is not straightforward. Here we use only one HMM that is trained on the past dataset of the chosen airlines. The trained HMM is used to search for the variable of interest behavioural data pattern from the past dataset. By interpolating the neighbouring values of these datasets forecasts are prepared. The results obtained using HMM are encouraging and HMM offers a new paradigm for stock market forecasting, an area that has been of much research interest lately.