PREDICTION OF SHARES PRICE AS MARKOV CHAIN

Avzalova, Adilya; Bronstein, Efim

English

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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

Authors

Adilya Avzalova Send message Efim Bronstein

Edition

Volume 51 Issue 3

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

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817

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Cite Download pdf

GOST	Avzalova A., Bronstein E. PREDICTION OF SHARES PRICE AS MARKOV CHAIN // Economics and the Mathematical Methods. – 2015. – V. 51. – Issue 3 C. 81-86 .
MLA	Avzalova, Adilya, Bronstein, Efim "PREDICTION OF SHARES PRICE AS MARKOV CHAIN." Economics and the Mathematical Methods. 51.3 (2015).:81-86.
APA	Avzalova A., Bronstein E. (2015). PREDICTION OF SHARES PRICE AS MARKOV CHAIN. Economics and the Mathematical Methods. vol. 51, no. 3, pp.81-86


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

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