High-order hidden Markov model for trend prediction in financial time series

DOI10.1016/J.PHYSA.2018.10.053MaRDI QIDQ2156137zbMATH OpenOpenAlexFDO

Authors Mengqi Zhang, Xin Jiang, Zehua Fang, Yue Zeng, Ke Xu

Publication date 15 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.10.053

zbMATH Keywords

trend predictionhigh-order HMMtrading algorithm

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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