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    Chapter and Conference Paper

    Forecasting Change Directions for Financial Time Series Using Hidden Markov Model

    Financial time series, i.e. stock prices, has the property of being noisy, volatile and non-stationary. It causes the uncertainty in the forecasting of the financial time series. To overcome this difficulty, w...

    Sang-Ho Park, Ju-Hong Lee, Jae-Won Song, Tae-Su Park in Rough Sets and Knowledge Technology (2009)