Application of bayesian network to stock price trend prediction

Abstract

Purpose : analysis and development of the probabilistic model for stock price trend forecasting. Discussion : we presented the model as a dynamic bayesian network. Dynamic bayesian networks tools well tested in problems of modeling of dynamic processes in the conditions of risk and uncertainty. this issue examines issues of synthesis and the semantics of dynamic bayesian network analyzed. r esults : we developed the network polling algorithm based on building wood joints. Proposed in the study mathematical tools algorithmically and program are ready for practical implementation.