Analysis of Investment Returns as Markov Chain Random Walk
The main objective of this paper is to analyse investment returns using a stochastic model and inform investors about the best stock market to invest in. To this effect, a Markov chain random walk model was successfully developed and implemented on 450 monthly market returns data spanning from Janua...
Saved in:
Main Authors: | Felix Okoe Mettle, Emmanuel Kojo Aidoo, Carlos Oko Narku Dowuona, Louis Agyekum |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2024-01-01
|
Series: | International Journal of Mathematics and Mathematical Sciences |
Online Access: | http://dx.doi.org/10.1155/2024/3966566 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Analysis of Exchange Rates as Time-Inhomogeneous Markov Chain with Finite States
by: Felix O. Mettle, et al.
Published: (2022-01-01) -
On the Study of Transience and Recurrence of the Markov Chain Defined by Directed Weighted Circuits Associated with a Random Walk in Fixed Environment
by: Chrysoula Ganatsiou
Published: (2013-01-01) -
Fitts Law as a Restrained Random Walk
by: Villermaux, Emmanuel
Published: (2024-04-01) -
On Limiting Distributions of Quantum Markov Chains
by: Chaobin Liu, et al.
Published: (2011-01-01) -
Dynamic system evolution and markov chain approximation
by: Roderick V. Nicholas Melnik
Published: (1998-01-01)