/math-ia

Research on the applications of Markov Chains on a publicly traded stock as a means to predict trading statistics

Primary LanguageTeX

Predicting Future Changes in a Publicly Traded Stock Using Historical Data and Methods from Probability

My IB Mathematics Analysis and Approaches HL Internal Assessment.

Abstract: In this paper, I employ Markov Chains on a frequency distribution of historical three-day trading statistics to calculate future statistics for a publicly traded stock and use said statistics to predict possible changes, thus enabling me to plan for possible gains or losses from an investment and make profitable financial decisions.

Don't be fooled by the title! This isn't actually a good idea in practice; but, the usage and applications of concepts that I learned in my mathematics course is the real value of this article. The process of writing this as my first Internal Assessment towards my IB Diploma Candidacy was truly remarkable and I am grateful I have the opportunity to do higher level work that most students don't get to do in high school.

If you're bold and choose to reference this work in your paper, here's a BibTeX for you:

@misc{
 	arayilakath_2023, 
	title={Predicting Future Changes in a Publicly Traded Stock Using Historical Data and Methods from Probability}, 
 	url={https://github.com/rayhanadev/math-ia}, 
	journal={Github}, 
	author={Arayilakath, Rayhan Noufal}, 
	year={2023}, 
	month={Apr}
}