Sang Ho Park, Ju-Hong Lee, Jae-Won Song, Tae-Su Park. Forecasting Change Directions for Financial Time Series Using Hidden Markov Model. In Peng Wen, Yuefeng Li, Lech Polkowski, Yiyu Yao, Shusaku Tsumoto, Guoyin Wang, editors, Rough Sets and Knowledge Technology, 4th International Conference, RSKT 2009, Gold Coast, Australia, July 14-16, 2009. Proceedings. Volume 5589 of Lecture Notes in Computer Science, pages 184-191, Springer, 2009. [doi]
Abstract is missing.