股票走势预测的随机分析方法研究

The Stock Market Trend Forecasting Stochastic Analysis Method

通过将Markov过程的理论应用于股票交易市场,对股价综合指数的涨(跌)幅度,进行分析预测,并利用这一模型对上证指数的部分历史数据作了相应的分析。它实际上是在条件概率下求期望值的问题,利用这种技术的关键是获得事物的初始向量和转移概率矩阵,它也有很多的限制条件和局限性。

Through the application of the theory of Markov process in the stock market,rise（ fall） of stock price index,carries on the analysis forecast,and use this model to Shanghai Composite Index,part of the historical data for the corresponding analysis. It is actually under the conditional probability and expected value problem,using this technology is the key to getting things initial vector and the transition probability matrix,however,it also has a lot of restrictions and limitations.