Application of Markov chain techniques for selecting efficient financial stocks for investment portfolio construction

DOI10.1155/2022/2863302zbMath1499.91119OpenAlexW4291247457MaRDI QIDQ2676198

Victor Apatu, Gabriel Kallah-Dagadu, F. O. Mettle, Dennis Arku, Godwin Debrah

Publication date: 27 September 2022

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/2863302

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10)

Cites Work

• Non-linear financial time series forecasting - Application to the Bel 20 stock market index
• Predicting Stock Returns Using a Variable Order Markov Tree Model

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