Introduction: Nowadays, the most significant challenges in the stock market is to predict the stock prices. The stock price data represents a financial time series data which becomes more difficult to predict due to its characteristics and dynamic nature. Case description: Support Vector...

This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times, in particular, forward and backward recurrence processes. We obtain the transient solution of the process in the form of a generalized Markov renewal equation. A distinguishing feature is...