Non-trading days model for Tesco stock market forecasting

• Main Authors: Mohd. Zainudin, Che Normelissa, Nor, Maria Elena, Kamisan, Nur Arina Bazilah
• Format: Conference or Workshop Item
• Published: 2023
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/107821/; http://dx.doi.org/10.1063/5.0111062
• Institution: Universiti Teknologi Malaysia

Stock market prices are only available during the weekdays but not for the weekends and holidays. Due to the issue that leads to a gap in the stock market, the dependency between two consecutive trading days will be probably underestimated and the dependency between two trading days separated by a w...