基于多点加权马尔可夫链模型的股价预测分析

Prediction and analysis of stock price based on multi-objective weighted Markov chain

针对股票价格的不确定性,应用模糊理论和马尔可夫链理论建立股票价格的多点加权预测模型,不仅发挥了历史数据的作用,还使各状态间的界限模糊化,提高了预测的准确性.以某股票的价格变动情况为实例,利用多点加权马尔可夫链模型对其下1个工作日价格的预测作了尝试性的探讨,并与其实际值进行了比较.研究结果说明了该方法的可行性和有效性.

Focusing on the uncertainty of stock price, a random model of prediction on stock price and analysis on stock market was given by using the fuzzy model and the multi-objective weighted model of Markov chain. The model can realize the effect of the historical data, make the boundary of each state fuzzy, and improve the veracity of the prediction greatly. Finally, taking a stock for example, a tentative study on the prediction of the stock price on the next weekday was made according to the multi-objective weighted Markov chain model, and the result was compared with the actual price. The feasibility and validity of the proposed method are illustrated by the conclusion of the example.