Enhancing Stock Market Prediction with Extended Coupled Hidden Markov Model over Multi-Sourced Data

2 Sep 2018 Xi Zhang Yixuan Li Senzhang Wang Binxing Fang Philip S. Yu

Traditional stock market prediction methods commonly only utilize the historical trading data, ignoring the fact that stock market fluctuations can be impacted by various other information sources such as stock related events. Although some recent works propose event-driven prediction approaches by considering the event data, how to leverage the joint impacts of multiple data sources still remains an open research problem... (read more)

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