PREDICTION OF SHARES PRICE AS MARKOV CHAIN
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PREDICTION OF SHARES PRICE AS MARKOV CHAIN
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Pages
81-86
Abstract

The authors consider Markov property for time series of stock prices. When the hypothesis of Markov property absence is not rejected, the prediction procedure is proposed for short-term stock price.

Keywords
Markov chains, prediction, stocks
Date of publication
01.07.2015
Number of purchasers
0
Views
55
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0.0 (0 votes)
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References



Additional sources and materials

Vistelius A.B. (1980). Osnovy matematicheskoj geologii (opredelenie predmeta, izlozhenie apparata). L.: Nauka.