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ISSN:2394-3661 | Crossref DOI | SJIF: 5.138 | PIF: 3.854

International Journal of Engineering and Applied Sciences

(An ISO 9001:2008 Certified Online and Print Journal)

Stock Market Prediction using Hidden Markov Model and Neural Network

( Volume 7 Issue 4,April 2020 ) OPEN ACCESS
Author(s):

Ali Sasani, Stephanie Tibado

Keywords:

Stock Market, Prediction using Hidden Markov, Model and Neural Network

Abstract:

Luxury and comfort always comes after wealth. It is crucial and challenging task to completely understand the stock market and predict the future price. It has been proven that predicting future stock price with time series analysis is not reliable. It is known that Neural network has ability to extract valuable features for processing from data. In this paper, we applied some of machine learning techniques on stock market and tried to predict its trend and make profit based on that prediction. We applied multiple combination of feature extraction methods with NN and HMM. Among feature extraction methods we got the best results from DCT and PCA on raw data.

DOI DOI :

https://dx.doi.org/10.31873/IJEAS.7.04.07

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