Open Access Open Access  Restricted Access Subscription or Fee Access

Comparison of Stochastic Models for Stock Market

P. Arumugam, S.R. Siva Ambika

Abstract



Three different models are discussed to forecasting stock market data. Hidden Markov Models (HMM) with clustering algorithm is used for finding the behavior of stock prices. The weighted average method, Takagi – Sugeno model and Auto Regression Integrated Moving Average Model (ARIMA) are used to forecast. Finally, the forecasting values are compared.

Full Text:

PDF

Refbacks

  • There are currently no refbacks.


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.