An Analysis and Implementation of the Hidden Markov Model to Technology Stock Prediction

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 price of three active trading stocks: Apple, Google, and Facebook, based on their historical data. We first use the Akaike in...

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Bibliographic Details
Main Author: Nguyet Nguyen
Format: Article
Language:English
Published: MDPI AG 2017-11-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/5/4/62