Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock.
In this paper, we developed and applied a stochastic model based on Discrete-time Semi Markov chain approach and its generalizations to study the high frequency price dynamics of traded stocks. Semi Markov is a stochastic process that generalizes both the Markov chain and the Markov renewal proces...
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| Format: | Article |
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Far East Journal of theoretical Statistics
2022
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| Online Access: | http://hdl.handle.net/20.500.12493/564 |
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| _version_ | 1800403079016742912 |
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| author | Nafiu, Lukman Abiodun Patrick, Weke Alieu Jallow, Mamadou Carolyne, Ogutu |
| author_facet | Nafiu, Lukman Abiodun Patrick, Weke Alieu Jallow, Mamadou Carolyne, Ogutu |
| author_sort | Nafiu, Lukman Abiodun |
| collection | KAB-DR |
| description | In this paper, we developed and applied a stochastic model based on Discrete-time Semi Markov chain approach and its generalizations to study the high frequency price dynamics of traded stocks. Semi Markov is a stochastic process that generalizes both the Markov chain and the Markov renewal processes. it is well known that the performances of the stock market or factors that move stock prices are technical factors, fundamental factors and market sentiments. |
| format | Article |
| id | oai:idr.kab.ac.ug:20.500.12493-564 |
| institution | KAB-DR |
| publishDate | 2022 |
| publisher | Far East Journal of theoretical Statistics |
| record_format | dspace |
| spelling | oai:idr.kab.ac.ug:20.500.12493-5642024-01-17T04:50:20Z Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. Nafiu, Lukman Abiodun Patrick, Weke Alieu Jallow, Mamadou Carolyne, Ogutu Discrete-time Semi Markov Model, Stock prices, bull market, bear market, stagnant market In this paper, we developed and applied a stochastic model based on Discrete-time Semi Markov chain approach and its generalizations to study the high frequency price dynamics of traded stocks. Semi Markov is a stochastic process that generalizes both the Markov chain and the Markov renewal processes. it is well known that the performances of the stock market or factors that move stock prices are technical factors, fundamental factors and market sentiments. Kabale University 2022-02-17T07:06:34Z 2022-02-17T07:06:34Z 2021 Article 0972-0863 http://hdl.handle.net/20.500.12493/564 application/pdf Far East Journal of theoretical Statistics |
| spellingShingle | Discrete-time Semi Markov Model, Stock prices, bull market, bear market, stagnant market Nafiu, Lukman Abiodun Patrick, Weke Alieu Jallow, Mamadou Carolyne, Ogutu Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. |
| title | Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. |
| title_full | Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. |
| title_fullStr | Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. |
| title_full_unstemmed | Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. |
| title_short | Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock. |
| title_sort | application of discrete time semi markov model to the stochastic forecasting of capital assests as stock |
| topic | Discrete-time Semi Markov Model, Stock prices, bull market, bear market, stagnant market |
| url | http://hdl.handle.net/20.500.12493/564 |
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