Hidden Markov Chain Random Probabilities

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bartu gulen
bartu gulen 2013-1-30
Hi friends, I am working on a fx forecasting algorithm, which uses discrete hidden markov chain to predict next day's return (rise fall zero).
What ı understood from hmm is that it should converge to the best sequence. I assign random prorabilities on state, observation, distribution matrixes, and end up with different sequences. this is also the case when ı use ready matlab functions.. can u please clarify what ı miss here?

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