摘要
以宁波港的股票价格和宁波银行的不良贷款额作为研究对象,根据不同的数据分类来建立不同的转移概率矩阵,并建立出预测模型。利用马氏链的平稳性和遍历性得到了股票价格的平稳概率分布,验证了马尔科夫链预测方法的可行性和准确性。
The paper selects Ningbo Port stock price and non-performing loans of Ningbo Bank as the research object, constructing the different transition probability matrix according to different data then builds predictive model. The stable probability distribution of stock price is obtained by using the stability and ergodicity of Markov chain, and the feasibility and accuracy of the Markov chain forecasting methods are verified.
出处
《宁波工程学院学报》
2017年第4期1-8,共8页
Journal of Ningbo University of Technology
基金
浙江省大学生科技创新活动计划(2016R424024)
关键词
马尔科夫链
预测模型
股票价格
不良资产
Markov chain, prediction model, stock price, non-performing assets
