Application of Markov Chain Techniques for Selecting Efficient Financial Stocks for Investment Portfolio Construction.
Gabriel Kallah-DagaduVictor ApatuFelix Okoe MettleDennis ArkuGodwin DebrahPublished in: J. Appl. Math. (2022)
Keyphrases
- markov chain
- steady state
- monte carlo
- finite state
- decision making
- transition probabilities
- stationary distribution
- state space
- random walk
- market data
- financial data
- transition matrix
- markov model
- investment strategies
- monte carlo simulation
- investment decisions
- monte carlo method
- portfolio management
- sharpe ratio
- markov process
- stochastic process
- stock market
- financial markets
- stock price
- image reconstruction
- search algorithm