This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the results of experiment respectively. After that we will analyze the pros and cons of different models. And finally, one of the best will be used into stock market for timing strategy.

翻译：本文打算将隐藏马克夫模型应用于股票市场和预测。 此外,四种不同的改进方法,即GMM-HMM、XGB-HMM、GMM-HMM+LSTM和XGB-HMM+LSTM,将在晚些时候分别与实验结果进行讨论。之后我们将分析不同模型的利弊。最后,最佳方法之一将用于股票市场,以制定计时战略。