Sökning: "Gustaf Klacksell"

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  1. 1. Can you describe the stock index with a Markov chain?

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Jesper Sundberg; Gustaf Klacksell; [2012]
    Nyckelord :;

    Sammanfattning : The project has as task, if possible, to predict the stock market by assuming that it behaves like a Markov chain. To accomplish this, Markov chains of order one, two and three are used. All the observed stocks are considered as up- or downgoing at closing. This leaves the Markov chain with two possible states. LÄS MER