Markov Process Modeling on Derived State Spaces of the Price Dynamics of Stock Market Indices

Bohan Li. Markov Process Modeling on Derived State Spaces of the Price Dynamics of Stock Market Indices. In ICoMS 2022: 5th International Conference on Mathematics and Statistics, Paris, France, June 17 - 19, 2022. pages 66-71, ACM, 2022. [doi]

Abstract

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