An analytical study on the predictability of monthly returns of stocks in the oil and mining sector using the Markov chain model for the period 2000-2008

• المؤلفون الرئيسيون: Esporlas, Carlo Antonio, Lao, Johann Kelly, Sim, Alvin Bryan, Trias, Francis Glenn
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2009
• الموضوعات: Oil industries > Philippines; Petroleum industry and trade > Philippines; Mineral industries > Finance; Stock price forecasting > Philippines
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/9407

The Markov chain model predicts the state of an object in a certain period of time in the future by virtue of profitability vector of the initial state and state transition probability matrix (Zhang and Zhang, 2009). The main goal of this research is to know if the Markov chain model is capable of p...