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A markov model for investigating the stock market volume behavior

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dc.contributor.author Tharshan, R.
dc.contributor.author Arivalzahan, S.
dc.date.accessioned 2021-11-02T07:09:04Z
dc.date.accessioned 2022-06-28T06:46:04Z
dc.date.available 2021-11-02T07:09:04Z
dc.date.available 2022-06-28T06:46:04Z
dc.date.issued 2018
dc.identifier.uri http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/4097
dc.description.abstract In recent decades, the stock market prediction has become a high research area due to its immense importance not only for every profitable industry, but also for shareholders and investors to hug out a self-assured decision for a good investment into the stock market. This paper provides a discrete time stochastic model for the behavior analysis of stock market volume, applying the Markov model. The proposed model is validated in terms of model assumptions to predict the stock market behavior. An illustration, the top ten largest global banks’ stock market behaviors through the steady-state distributions and expected number of transitions are discussed. Wherein the secondary datasets for 505 days of volumes from 1st of January 2014 to 31st of December 2015, 2 year duration are used in each bank. en_US
dc.language.iso en en_US
dc.publisher JSc EUSL (2018) Vol. 9 No. 2, p 20-38 en_US
dc.subject Stochastic Process en_US
dc.subject Markov Model en_US
dc.subject Stock Market en_US
dc.subject Stock Volume en_US
dc.title A markov model for investigating the stock market volume behavior en_US
dc.type Article en_US


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