Can you describe the stock index with a Markov chain?
The project has as task, if possible, to predict the stock market by assuming that it behaves like a Markov chain. To accomplish this, Markov chains of order one, two and three are used. All the observed stocks are considered as up- or downgoing at closing. This leaves the Markov chain with two poss...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Matematisk statistik
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-105228 |