Hidden Markov Model for Stock Trading
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 application of HMM in trading stocks (with S&P 500 index being an example) based on the stock price predictions. The pr...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2018-03-01
|
Series: | International Journal of Financial Studies |
Subjects: | |
Online Access: | http://www.mdpi.com/2227-7072/6/2/36 |