Warwick Data Science Research Project, discovering how Hidden Markov Models can be used to predict stock prices. The project was done in collaboration with 4 others, including research, finding data, considering implemenatation and writing a report. Within the project, we came across issues such as whether to choose discrete or continuous HMMs. In the end we chose continuous and the code is attached.
The project was supervised by Kate Piotrovskaya from UCL Data Science Society.