| 马尔可夫链及其在股市分析中的应用 |
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| 引用本文： | 彭志行,夏乐天.马尔可夫链及其在股市分析中的应用[J].应用数学,2004(Z2). |
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| 作者姓名： | 彭志行 夏乐天 |
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| 作者单位： | 河海大学理学院 江苏南京210098
(彭志行)，河海大学理学院 江苏南京210098(夏乐天) |
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| 摘 要： | 本文运用马尔可夫链理论预测股票价格分析股市,提出了股价运行周期和投资收益的最大化理论,并建立其随机过程模型,使决策的长期效益趋于最优,通过实例检验,证明了此模型的可行性和实用性.
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| 关 键 词： | 马尔可夫链 转移概率 股市分析 股票价格 投资收益 |
Markov Chain and its Application on Analysis of Stock Market |
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| PENG Zhi hang,XIA Le tian.Markov Chain and its Application on Analysis of Stock Market[J].Mathematica Applicata,2004(Z2). |
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| Authors: | PENG Zhi hang XIA Le tian |
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| Abstract: | In the paper,a random model of prediction on stock price and analysis on stock market is given by using the theory of markov chain,the theory of the cycle of stock's motion and maximization of investment profit is proposed,and makes the long term benefit of decision optimal.Examples are given to vestify its reliability and practicability. |
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| Keywords: | Markov chain Transition probability Analysis of stock market Stock prices Investment profit |
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