CNNpred: CNN-based stock market prediction using a diverse set of variables, Expert Syst. Appl, vol.129, pp.273-285, 2019. ,
Forecasting stock performance in indian market using multinomial logistic regression, J. Bus. Stud. Quart, vol.3, issue.3, p.16, 2012. ,
Forecasting crude oil market volatility: Further evidence using GARCH-class models, Energy Econ, vol.32, issue.6, pp.1477-1484, 2010. ,
Stock market forecasting using hidden Markov model: A new approach, Proc. 5th Int. Conf. Intell. Syst. Design Appl. (ISDA), pp.192-196, 2005. ,
The subprime credit crisis and contagion in financial markets, J. Financial Econ, vol.97, issue.3, pp.436-450, 2010. ,
Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets, Phys. A, Stat. Mech. Appl, vol.392, issue.7, pp.1659-1670, 2013. ,
Coupling learning of complex interactions, J. Inf. Process. Manage, vol.51, issue.2, pp.167-186, 2015. ,
An improved wavelet-ARIMA approach for forecasting metal prices, Resour. Policy, vol.39, pp.32-41, 2014. ,
Bankruptcy prediction: Application of the Taylor's expansion in logistic regression, Int. Rev. Financial Anal, vol.9, issue.4, pp.327-349, 2001. ,
TAIEX forecasting based on fuzzy time series and fuzzy variation groups, IEEE Trans. Fuzzy Syst, vol.19, issue.1, pp.1-12, 2011. ,
The application of neural networks to forecast fuzzy time series, Phys. A, Stat. Mech. Appl, vol.363, issue.2, pp.481-491, 2006. ,
A Bayesian regularized artificial neural network for stock market forecasting, Expert Syst. Appl, vol.40, issue.14, pp.5501-5506, 2013. ,
Forecasting oil price trends using wavelets and hidden Markov models, Energy Econ, vol.32, issue.6, pp.1507-1519, 2010. ,
The hierarchical hidden Markov model: Analysis and applications, Mach. Learn, vol.32, issue.1, pp.41-62, 1998. ,
Detecting abnormal coupled sequences and sequence changes in group-based manipulative trading behaviors, Proc. 16th SIGKDD, pp.85-94, 2010. ,
Forecasting the Chinese stock volatility across global stock markets, Phys. A, Stat. Mech. Appl, vol.525, pp.466-477, 2019. ,
Coupled behavior analysis with applications, IEEE Trans. Knowl. Data Eng, vol.24, issue.8, pp.1378-1392, 2012. ,
Coupled behavior analysis for capturing coupling relationships in group-based market manipulations, Proc. 18th SIGKDD, pp.976-984, 2012. ,
Forecasting stock market crisis events using deep and statistical machine learning techniques, Expert Syst. Appl, vol.112, pp.353-371, 2018. ,
Forecasting dayahead electricity prices in Europe: The importance of considering market integration, Appl. Energy, vol.211, pp.890-903, 2018. ,
A Bayesian computer vision system for modeling human interactions, IEEE Trans. Pattern Anal. Mach. Intell, vol.22, issue.8, pp.831-843, 2000. ,
High-order hidden Markov model for trend prediction in financial time series, Phys. A, Stat. Mech. Appl, vol.517, pp.1-12, 2019. ,
Gaussian kernel based HMM for time series data analysis, Proc. Int. Conf. Manage. Issues Emerg. Econ, pp.105-109, 2012. ,
Septic shock prediction for ICU patients via coupled HMM walking on sequential contrast patterns, J. Biomed. Inform, vol.66, pp.19-31, 2017. ,
Financial crisis forecasting via coupled market state analysis, IEEE Intell. Syst, vol.30, issue.2, pp.18-25, 2015. ,
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis, Econ. Model, vol.29, issue.3, pp.943-973, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-00991665
Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree, Phys. A, Stat. Mech. Appl, vol.390, issue.4, pp.707-718, 2011. ,
Detrended cross-correlation analysis: A new method for analyzing two nonstationary time series, 2007. ,
A new formulation of coupled hidden Markov models, Tech. Rep, 2001. ,
An introduction to the application of the theory of probabilistic functions of a Markov process to automatic speech recognition, Bell Syst. Tech. J, vol.62, issue.4, pp.1035-1074, 1983. ,
An introduction to probabilistic graphical models, 2003. ,
PARAFAC: Parallel factor analysis, Comput. Statist. Data Anal, vol.18, issue.1, pp.39-72, 1994. ,
Forecasting the volatility of stock price index, Expert Syst. Appl, vol.33, issue.4, pp.916-922, 2007. ,