Forecasting Change Directions for Financial Time Series Using Hidden Markov Model.

Park, Sang HoSang HoParkLee, Ju-HongJu-HongLeeSong, Jae-WonJae-WonSongPark, Tae-SuTae-SuParkJU-HONG LEE2020-06-112020-06-112009https://scholars.lib.ntu.edu.tw/handle/123456789/498413Forecasting Change Directions for Financial Time Series Using Hidden Markov Model.conference paper10.1007/978-3-642-02962-2_23https://doi.org/10.1007/978-3-642-02962-2_23