Trend forecasting of financial time series using PIPs detection and continuous HMM.
Journal
Intell. Data Anal.
Journal Volume
15
Journal Issue
5
Pages
779-799
Date Issued
2011
Author(s)
Abstract
Many machine learning methods in Artificial intelligence literature, such as Neural Networks, Genetic Algorithms, SVM, and Case-Based Reasoning, have been applied to forecast the financial market with high irregularity and uncertatinty. Among them, S
Type
journal article