  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.
