利用马尔可夫链模型预测股票市场的近期走势

Using Markov chain model to forecast stock market's short-term trend

由于股市受多种随机因素的影响其未来的走势及演变仅仅与当前所处状态有关,而不受过去的状态影响,也就是具有马尔可夫性.本文运用这一性质建立了股票价格预测的马尔可夫链数学模型,并举例说明了该模型在股票交易市场分析、预测中的应用.

Stock market is affected by mang random factors, and its future and evolution are only related to its present state That is of Markov. This paper uses this feature to establish Markov chain model stock price forecast, and examples are given to show its application in analyzing and forecasting stock market.