Artificial Intelligence with Python

Stock market analysis

We will analyze stock market data in this section using Hidden Markov Models. This is an example where the data is already organized timestamped. We will use the dataset available in the matplotlib package. The dataset contains the stock values of various companies over the years. Hidden Markov models are generative models that can analyze such time series data and extract the underlying structure. We will use this model to analyze stock price variations and generate the outputs.

Create a new python file and import the following packages:

import datetime import warnings import numpy as np import matplotlib.pyplot as plt from matplotlib.finance import quotes_historical_yahoo_ochl\ as quotes_yahoo from hmmlearn.hmm import GaussianHMM ...