Analysis of Investment Returns as Markov Chain Random Walk.
Felix Okoe MettleEmmanuel AidooCarlos Oko Narku DowuonaLouis AgyekumPublished in: Int. J. Math. Math. Sci. (2024)
Keyphrases
- random walk
- markov chain
- transition probabilities
- steady state
- stationary distribution
- monte carlo
- markov process
- finite state
- state space
- directed graph
- monte carlo simulation
- markov model
- link prediction
- markov random walk
- monte carlo method
- maximum entropy
- optimal solution
- objective function
- transition matrix
- bayesian networks