Global Stock Selection with Hidden Markov Model
نویسندگان
چکیده
منابع مشابه
Hidden Markov Model for Stock Selection
The hidden Markov model (HMM) is typically used to predict the hidden regimes of observation data. Therefore, this model finds applications in many different areas, such as speech recognition systems, computational molecular biology and financial market predictions. In this paper, we use HMM for stock selection. We first use HMM to make monthly regime predictions for the four macroeconomic vari...
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ژورنال
عنوان ژورنال: Risks
سال: 2020
ISSN: 2227-9091
DOI: 10.3390/risks9010009