In Recent years many forecasting methods have been proposed and implemented for the stock market trend prediction. In this Chapter, the trend analyses of the stock market prediction are presented by using Hidden Markov Model with the one day difference in close value for a particular period. The probability values π gives the trend percentage of the stock prices which is calculated for all the observe sequence and hidden sequences. This chapter helps for decision makers to make decisions in case of uncertainty on the basis of the percentage of probability values obtained from the steady state probability distribution.
Part of the book: Forecasting in Mathematics