PREDICTION OF SHARES PRICE AS MARKOV CHAIN

Avzalova, Adilya; Bronstein, Efim

English

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

ISSN (Print) 0424-7388
ISSN (Online) 3034-6177

PREDICTION OF SHARES PRICE AS MARKOV CHAIN

PII

S042473880000616-6-1

DOI

10.7868/S0000616-6-1

Publication type

Article

Status

Published

Authors

Adilya Avzalova

Efim Bronstein

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

Year of publication

2015

Number of purchasers

Views

897

References

Translate

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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RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

PREDICTION OF SHARES PRICE AS MARKOV CHAIN

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