Study of improved type-coupled hidden Markov prediction methods

Haodong Yu

doi:10.1117/12.2635704

6 May 2022 Study of improved type-coupled hidden Markov prediction methods

Haodong Yu

Proceedings Volume 12256, International Conference on Electronic Information Engineering, Big Data, and Computer Technology (EIBDCT 2022); 122562K (2022) https://doi.org/10.1117/12.2635704
Event: 2022 International Conference on Electronic Information Engineering, Big Data and Computer Technology, 2022, Sanya, China

Abstract

In recent years, the Markov model has been widely used in the field of economic management, and one of its characteristics is its ineffectiveness.The stock prediction framework is based on the coupled hidden Markov model, and also makes a 3D and interconnected improvement on the correlation features of predicted events. The model combines stock quantification information and stock news event information, which can effectively alleviate the problem of sparse data, and propose a two-maintenance positive algorithm based on time and space to further modify the results of the coupled hidden Markov model and the results show that our method can effectively improve the model prediction accuracy.

Citation Download Citation

Haodong Yu "Study of improved type-coupled hidden Markov prediction methods", Proc. SPIE 12256, International Conference on Electronic Information Engineering, Big Data, and Computer Technology (EIBDCT 2022), 122562K (6 May 2022); https://doi.org/10.1117/12.2635704

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