Using Hidden Markov Model for Stock Day Trade Forecasting

Around the world, the Hidden Markov Models (HMM) are the most popular methods in the machine learning and statistics for modeling sequences, especially in speech recognition domain. According to the number of patent applications for speech recognition technology form 1988 to 1998, the trend shows that this method has become very mature. In this thesis, we will make a new use of the HMM and apply it on day trading stock forecast. However, the HMM is based on probability and statistics theory. In a statistics framework, the HMM is a composition of two stochastic processes, a Hidden Markov chain, which accounts for temporal variability, and an observable process, which accounts for spectral variability. The combination contains uncertainly status just likes the stock walk trace. Therefore, the HMM and the stock walk trace have the same idea by coincidence. In this thesis, we will try to learn the stock syntax; just like how the HMM model was used in speech recognition in different languages, and the take the next step ahead in price prediction. Additionally, the stock market is the reflection of the economy. The stock trace is impacted by many factors such as policy, psychology, microeconomics, economics, and capital, etc. There, in this thesis, the TAIFEX Taiwan index futures (TX) and day trade are used to avoid all the uncertainty factors. After the all experiments, it is proven that the HMM is better than the benchmark methodRandom Walk method and the Investment Trust & Consulting Association method- Modified Trading method. Moreover, the result is very conspicuous by the statistics testing of significance

Tone classification of syllable -segmented Thai speech based on multilayer perceptron

Thai is a monosyllabic and tonal language. Thai makes use of tone to convey lexical information about the meaning of a syllable. Thai has five distinctive tones and each tone is well represented by a single F0 contour pattern. In general, a Thai syllable with a different tone has a different lexical meaning. Thus, to completely recognize a spoken Thai syllable, a speech recognition system has not only to recognize a base syllable but also to correctly identify a tone. Hence, tone classification of Thai speech is an essential part of a Thai speech recognition system.;In this study, a tone classification of syllable-segmented Thai speech which incorporates the effects of tonal coarticulation, stress and intonation was developed. Automatic syllable segmentation, which performs the segmentation on the training and test utterances into syllable units, was also developed. The acoustical features including fundamental frequency (F0), duration, and energy extracted from the processing syllable and neighboring syllables were used as the main discriminating features. A multilayer perceptron (MLP) trained by backpropagation method was employed to classify these features. The proposed system was evaluated on 920 test utterances spoken by five male and three female Thai speakers who also uttered the training speech. The proposed system achieved an average accuracy rate of 91.36%