基于灰色—马尔柯夫模型的我国股市价格的预测

A prediction of chinese stock market price based on Grey-Marlkov model

先选取2007年1月4日至2008年5月30日共331个交易日的收盘上证综合指数，对数据计算环比，建立灰色GM（1，1）模型，并通过这种动态模型揭示系统的发展规律和趋势．然后根据马尔柯夫链基本原理，通过结合灰色预测和马尔柯夫理论的特点，建立相应的灰色一马尔柯夫预测模型，分别用两种划分状态的方法对股市作预测．

This article is abstracted from the closing quotation of Shanghai composite price index, total 331exchange days starting from Jan. 4, 2007 to May 30, 2008. By calculation of the data we set up grey （1,1） model. Meanwhile, by using this dynamic model we show the developing rule and tendency of the system. By jointing both advantages of grey model and grey Markov chain forecasting model, we can make the stock market prediction. This is Grey-Marlkov model.