Markov Process Modeling on Derived State Spaces of the Price Dynamics of Stock Market Indices.
Bohan LiPublished in: ICoMS (2022)
Keyphrases
- stock market
- markov process
- markov chain
- state space
- stochastic process
- short term
- stationary distribution
- stock exchange
- stock trading
- financial time series
- trading rules
- financial data
- stock price
- steady state
- financial markets
- investment strategies
- stock data
- stock returns
- stock index futures
- markov model
- random walk
- stochastic processes
- chinese stock market
- markov decision processes
- financial news
- garch model
- higher order
- long term