Forecast TENAGA share prices using Markov Chain

Leong, Sue Shyen (2008) Forecast TENAGA share prices using Markov Chain. Universiti Malaysia Sabah. (Unpublished)

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Abstract

Stock price forecast have been gaining attention since decades ago. The main focus of this dissertation is to obtain the stock price forecast for TENAGA share by using Markov Cham. The Markov Chain concept is less popular compared to other conventional stock forecasting methods. The study will be testing the effectiveness of Markov Chain in stock price forecasting. The missing values of the stock price are estimated by using linear interpolation, quadratic interpolation, cubic interpolation, and cubic spline. The Markov Chain models between that include missing values and that are compared relatively to their accuracy. From this study, it had shown that missing values are not significant for the forecast. Markov Chain is proven to be not so suitable, the reason may be that the basic properties of Markov Chain is overlooked.

Item Type: Academic Exercise
Uncontrolled Keywords: TENAGA share, Markov Chain, stock price forecast
Subjects: Q Science > QA Mathematics
Divisions: SCHOOL > School of Science and Technology
Depositing User: MDM SITI AZIZAH IDRIS
Date Deposited: 25 Feb 2014 07:05
Last Modified: 12 Oct 2017 04:17
URI: http://eprints.ums.edu.my/id/eprint/8349

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