/Markov-Chains-to-Predict-Stock-Market-Behaviour

This is a simple implementation of Markov chains to predict Stock Market Behaviour

Primary LanguageR

Inspired by Pranab Ghosh's methodology described in Customer Conversion Prediction with Markov Chain Classifier https://pkghosh.wordpress.com/2015/07/06/customer-conversion-prediction-with-markov-chain-classifier/

using-Markov-Chains-to-Predict-Stock-Market-Behaviour

This is a simple implementation of Markov chains to predict Stock Market Behaviour

A Markov Chain offers a probabilistic approach in predicting the likelihood of an event based on previous behavior (learn more about Markov Chains here - http://setosa.io/blog/2014/07/26/markov-chains/

and here -

http://blog.revolutionanalytics.com/2016/01/getting-started-with-markov-chains.html

Dataset used : Dow_Jones_Industrial_Average.csv

Note:: The codes are available freely. Feel free to add more codes. Spread the word!