[HTML][HTML] Hidden Markov model for stock trading

N Nguyen - International Journal of Financial Studies, 2018 - mdpi.com
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 …

[HTML][HTML] Using an ensemble of machine learning algorithms to predict economic recession

L Omolo, N Nguyen - Journal of Risk and Financial Management, 2024 - mdpi.com
The COVID-19 pandemic and the current wars in some countries have put incredible
pressure on the global economy. Challenges for the US include not only economic factors …

[HTML][HTML] An analysis and implementation of the hidden Markov model to technology stock prediction

N Nguyen - Risks, 2017 - mdpi.com
Future stock prices depend on many internal and external factors that are not easy to
evaluate. In this paper, we use the Hidden Markov Model,(HMM), to predict a daily stock …

Regime-switching factor investing with hidden Markov models

M Wang, YH Lin, I Mikhelson - Journal of Risk and Financial Management, 2020 - mdpi.com
This study uses the hidden Markov model (HMM) to identify different market regimes in the
US stock market and proposes an investment strategy that switches factor investment …

Stock price forecasting using hidden Markov model

EO Amiens, IO Osamwonyi - International Journal of …, 2022 - inderscienceonline.com
We used hidden Markov model (HMM) with single observation to estimate stock prices of
selected manufacturing companies from the Nigerian Stock Exchange. Data from 22 …

Global stock selection with hidden Markov model

N Nguyen, D Nguyen - Risks, 2020 - mdpi.com
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 …

Practical and scalable simulations of non-Markovian stochastic processes

A Pelissier, M Phan, N Beerenwinkel… - arxiv preprint arxiv …, 2022 - arxiv.org
Discrete stochastic processes are widespread in natural systems with many applications
across physics, biochemistry, epidemiology, sociology, and finance. While analytic solutions …

To extend or not to extend? complementary documents

M Bender, F Kuhr, T Braun - 2022 IEEE 16th International …, 2022 - ieeexplore.ieee.org
An agent in pursuit of a task may work with a corpus of documents with linked subjective
content descriptions. Performing the task of document retrieval for a user or aiming to extend …

Stock price prediction using a novel approach in Gaussian mixture model-hidden Markov model

KN Gopinathan, P Murugesan… - International Journal of …, 2023 - emerald.com
Purpose This study aims to provide the best estimate of a stock's next day's closing price for
a given day with the help of the hidden Markov model–Gaussian mixture model (HMM …

Augmenting and automating corpus enrichment

F Kuhr, T Braun, M Bender, R Möller - International Journal of …, 2020 - World Scientific
An agent in pursuit of a task may work with a reference library containing documents
associated with additional data that provide location-specific explanations about the content …