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- Title
ÇOK DEĞİŞKENLİ MARKOV ZİNCİRİ MODELİ VE BİR UYGULAMA.
- Authors
ÖZ, Ersoy; ERPOLAT, Semra
- Abstract
Markov chains ar e stochastic processes with a wide range of application areas. In Markov chains, the examined data that belong to the system comes from a single source. Multivariate Markov chain model is used to show the behavior of the multi categorical data sequences that were produced by the same source or by similar sources. In this study, multivariate Markov chain model, which is based on Markov chains, is theoretically explained in detail. As the application, the monthly changes of the US Dollar buying rates and the monthly changes of the ISE National 100 Index values are taken into consideration as two categorical sequences and it is revealed with multivariate Markov chain model to what degree these sequences affect each other.
- Publication
Marmara University Journal of the Faculty of Economic & Administrative Sciences, 2010, Vol 29, Issue 2, p577
- ISSN
1300-7262
- Publication type
Academic Journal