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...

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Bibliographic Details
Main Author: Nguyet Nguyen
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