Forecasting Change Directions for Financial Time Series Using Hidden Markov Model

Author:

Park Sang-Ho,Lee Ju-Hong,Song Jae-Won,Park Tae-Su

Publisher

Springer Berlin Heidelberg

Reference11 articles.

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2. Fama, E.: Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance 25, 383–417 (1970)

3. Lawrence, R.: Using Neural Networks to Forecast Stock Market Prices. University of Manitoba (1997)

4. Baestaens, D.E., Bergh, W.: Tracking the Amsterdam stock index using neural networks. Neural Networks in the Capital Markets 10, 149–162 (1995)

5. Robert, J., Van, E.: The Application of Neural Networks in the Forecasting of Share Prices. Finance and Technology Publishing (1996)

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