GitHub - sachin09121992/Stock-Market-Prediction-Using-HMM: This project predicts the stock prices using quarterly data using HMM and compares it with older technique ARIMA

sachin09121992 / Stock-Market-Prediction-Using-HMM Public

Notifications You must be signed in to change notification settings
Fork 0
Star 0

This project predicts the stock prices using quarterly data using HMM and compares it with older technique ARIMA

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
SelfSelectedARIMA.R		SelfSelectedARIMA.R
SelfSelectedHMM.py		SelfSelectedHMM.py
dow_jones_index.data		dow_jones_index.data
dow_jones_index.names		dow_jones_index.names
readme.txt		readme.txt

Repository files navigation

1) There are 2 code files and 2 data files.


2) SelfSelectedHMM.py contains code for building and testing the HMM model on the Dow Jones as well as the Yahoo finance data.


3) SelfSelectedARIMA.R contains code for building the ARIMA model for forecasting.


4) dow_jones_index.data contains the stock data for the first 2 quarters of 2011.


5) dow_jones_index.names contains the attribute meaning of the data.