Markovian model for forecasting financial time series
The study aims to create a Markovian model for forecasting financial time series and measure its effectiveness on stock prices. In the study, the new forecaster was inspired by several machine learning techniques and included statistical approaches and conditional probabilities. Namely, Markov Chain...
| Autor principal: | |
|---|---|
| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2021
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/21762 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/21762 |