Hidden Markov Models predict foreign exchange rate

Abstract

This paper presents the prediction Thai baht by using Hidden Markov Models (HMM) with which the prediction model uses four factors, dollar index, interest rate, inflation rate and economic growth. The main idea of this work is a technique of encoding four factors into one observation sequence to train HMM. One result of prediction data will present four… (More)
DOI: 10.1109/ISCIT.2014.7011878

Topics

6 Figures and Tables

Cite this paper

@article{Nootyaskool2014HiddenMM, title={Hidden Markov Models predict foreign exchange rate}, author={Supakit Nootyaskool and Wuttichow Choengtong}, journal={2014 14th International Symposium on Communications and Information Technologies (ISCIT)}, year={2014}, pages={99-101} }