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MarketRank: ranking stocks by the stationary probabilities of a Markov chain over estimated money flows, with a topological landscape view

Karamete, B. Kaan
arXiv (All) · Papers
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and-sciencecomputational-engineeringfinance
Every trading day, money leaves some stocks and moves into others. MarketRank asks where that money concentrates and how the concentration shifts over time. It treats the market as a Markov chain whose states are stocks. The chance of moving from one stock to another is the share of the first stock'
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