基于Matlab图形用户界面的马氏链股价预测系统开发

Development of Stock Price Forecasting System Based on Markov Chain and GUI in Matlab

针对马氏链预测方法在建模求解过程比较复杂的问题,本文基于马氏链预测理论,借助Matlab软件中的GUI工具进行系统界面设计、控件属性设计、添加控件响应函数代码等操作,开发了一个预测股票价格趋势的图形用户界面,其主要功能是针对股票日(或周)收盘价设计了2状态升降、3状态赢平亏、4状态区间预测和5状态业绩评价等,并进行短期和长期预测。实例测试结果表明,这4种状态预测在短期内(至少3周)的预测结果与股票的实际走势基本一致,但长期走势预测存在一定的误差。该研究对股票价格的区间预测以及趋势成功率具有理论指导意义。

For the complex problem of Markov chain prediction method in the process of modeling and sol- ving process, based on the theory of Markov chain and GUI in Matlab,agraphical user interface was devel- oped to forecast the stock price trends by carrying on the system interface.control properties design, and adding the control response function code and other operations. It includes advance-decline forecast, gain- even-loss forecast, interval forecast and performance evaluation and so on. Simulation results show that the forecasting results of this system are agreement with the actual results of the stock in the short term. But there are some errors in long-term trend forecasting. The study has theoretical guidance meaning for the forecast on the stock price interval and the success rate of the trend.