Nguyen, Nguyet - In: Risks : open access journal 5 (2017) 4, pp. 1-16
the Hidden Markov Model, (HMM), to predict a daily stock price of three active trading stocks: Apple, Google, and Facebook … single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks … stock price prediction method has a significant impact on stock trading and derivative hedging. …