Modeling Stock Market Dynamics in the Philippines Through Symbolic Dynamical System

Abstract

The study employs the theory of symbolic dynamical system in modelling stock market in the Philippines. Precisely stock market modeling process is complex and dynamic. The main objective of this paper is to build a model using the following factors namely; peso dollar exchange rate, inflation rate, GDP, un employment rate. These factors are assumed to be the indicators of the

Philippine stock market. In this study we derived the mathematical model of each of those factors. The output of this paper can build a possible programming system or software for forecasting stock market predictions to be more accessible and more accurate since various machine learning approaches have been applied in stock market prediction.