- PII
- S042473880000616-6-1
- DOI
- 10.31857/S0000616-6-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ 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
- 1
- Views
- 878