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Sasikumar, R.
- Forecasting The Stock Market Values Using Hidden Markov Model
Abstract Views :316 |
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Authors
Affiliations
1 Department of Statistics, Manonmaniam Sundaranar University, Tirunelveli, Tamil Nadu, IN
1 Department of Statistics, Manonmaniam Sundaranar University, Tirunelveli, Tamil Nadu, IN
Source
International Journal of Business Analytics and Intelligence, Vol 4, No 1 (2016), Pagination: 17-21Abstract
The financial market influences personal corporate financial lives and the economic health of a country. Price change of stock market is not a completely random model. The pattern of financial market has been observed by some economists, statisticians and computer scientists. This paper gives a detailed idea about the sequence and state prediction of stock market using Hidden Markov Model and also making inferences regarding stock market trend. The one day difference in close value of stock market value has been used for some period and the corresponding transition probability matrix and emission probability matrix are obtained. Seven optimal hidden states and three sequences are generated using MATLAB and then compared.Keywords
Hidden Markov Model, Transition Probability Matrix, Emission Probability Matrix, Stock Market, States and Sequence.- An Intelligent Pico Cell Range Expansion Technique for Heterogeneous Wireless Networks
Abstract Views :211 |
PDF Views:0
Authors
Affiliations
1 Department of Computer Science and Engineering, Amrita Vishwa Vidyapeetham, Amritanagar Post, Ettimadai, Coimbatore - 641112, Tamil Nadu, IN
2 Department of Electronics and Communication Engineering, Coimbatore Institute of Technology, Avinashi Road, Civil Aerodrome Post, Peelamedu, Coimbatore - 641014, Tamil Nadu, IN
1 Department of Computer Science and Engineering, Amrita Vishwa Vidyapeetham, Amritanagar Post, Ettimadai, Coimbatore - 641112, Tamil Nadu, IN
2 Department of Electronics and Communication Engineering, Coimbatore Institute of Technology, Avinashi Road, Civil Aerodrome Post, Peelamedu, Coimbatore - 641014, Tamil Nadu, IN