Incorporating the Markov chain concept into fuzzy stochastic prediction of stock indexes.
Yi-Fan WangShihmin ChengMei-Hua HsuPublished in: Appl. Soft Comput. (2010)
Keyphrases
- markov chain
- stochastic process
- monte carlo
- markov processes
- steady state
- monte carlo method
- markov process
- random walk
- sample path
- finite state
- transition probabilities
- markov model
- stationary distribution
- state transition
- state space
- monte carlo simulation
- state dependent
- transition matrix
- stochastic model
- gibbs sampler
- algo rithm
- objective function
- single server
- probability distribution