profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support … validation and test periods. The classification and regression methods use attributes from trading and network activity for the … out of 18 individual models have success rates of less than 50%. The trading strategies are built on model assembling. The …

regimes and stock prices. In this paper, we introduce the application ofHMMin trading stocks (with S&P 500 index being an …&P 500. The obtained results clearly prove that the HMM outperforms this traditional method in predicting and trading stocks. …