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Analysis of Exchange Rates as Time-Inhomogeneous Markov Chain with Finite States.
Felix O. Mettle
Lydia Pomaa Boateng
Enoch N. B. Quaye
Emmanuel Aidoo
Issah Seidu
Published in:
J. Appl. Math. (2022)
Keyphrases
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markov chain
transition probabilities
transition matrix
steady state
finite state
monte carlo
state transition
random walk
markov model
markov process
stationary distribution
monte carlo method
state space
exchange rate
stochastic process
genetic algorithm