摘要
通过对中国石油股票历史数据的分析,把它看作一种离散的时间序列,研究股票不同状态的初始概率及状态之间的转移概率,应用马尔可夫链理论建立股票价格波动及预测模型,并以此分析与预测股票的价格波动.还应用了MACD指标,对模型进行优化,预测投资收益最大化.
Through the analysis of historical data of China Petroleum stock,it is seen as a discrete time series.It studies the initial probability of different states and the probability of state transition about shares,forming stock price volatility and forecast model by Markov chain theory to analyze and predicts stock price volatility.It applies the MACD and optimizes to more beneficial on investment.
出处
《陇东学院学报》
2012年第3期40-43,共4页
Journal of Longdong University
