A normal - hidden markov model model in forecasting stock index

Lục Trí Tuyên, Nguyễn Văn Hùng, Thạch Thị Ninh, Phạm Quốc Vương, Nguyễn Minh Đức, Đào Xuân Kỳ


Stock market analysis and prediction are one of the interesting areas in which past data could be used to anticipate and predict data and information about the future. Technically speaking, this area is of high importance for professionals in the industry of finance and stock exchange as they can lead and direct future trends or manage crises over time. In this paper, we try to take advantage of Hidden Markov Models to analyze, model and predict the required data having the past data.

DOI: https://doi.org/10.15625/1813-9663/28/3/627 Display counter: Abstract : 164 views. PDF : 55 views. PDF (Tiếng Việt) : 26 views.


Journal of Computer Science and Cybernetics ISSN: 1813-9663

Published by Vietnam Academy of Science and Technology