Markov Chain Models with Vector Valued Nonhomogeneous Stochastic Differential Equation in Predicting and Assessing Stock Market Returns
The stock market performance and operation has been widely recognized as a significantly viable investment field in financial markets. In this paper, a two-model approach of Markov Chain and vector valued non-homogenous Stochastic Differential Equation (SDE) were considered for stock price movements and rate of returns...