A fusion model of HMM, ANN and GA for stock market forecasting
- 31 July 2007
- journal article
- Published by Elsevier BV in Expert Systems with Applications
- Vol. 33 (1), 171-180
- https://doi.org/10.1016/j.eswa.2006.04.007
Abstract
No abstract availableThis publication has 20 references indexed in Scilit:
- Use of Runs Statistics for Pattern Recognition in Genomic DNA SequencesJournal of Computational Biology, 2004
- The Use of Adaptive Frame for Speech RecognitionEURASIP Journal on Advances in Signal Processing, 2001
- Forecasting with artificial neural networks:: The state of the artInternational Journal of Forecasting, 1998
- A neural network approach to mutual fund net asset value forecastingOmega, 1996
- Neural Networks: A Review from a Statistical PerspectiveStatistical Science, 1994
- Causality of interest rate, exchange rate and stock prices at stock market open and close in Hong KongAsia Pacific Journal of Management, 1993
- Global optimization of a neural network-hidden Markov model hybridIEEE Transactions on Neural Networks, 1992
- Learning in Artificial Neural Networks: A Statistical PerspectiveNeural Computation, 1989
- A tutorial on hidden Markov models and selected applications in speech recognitionProceedings of the IEEE, 1989
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982