摘要
在股票市场中股票的价格是随时间变化而变化的随机变量,其变化过程是一个随机过程。本文选取上证A股“浦发银行(SH600000)”104个交易日的数据,在检验该过程具有Markov性的基础上,建立相应的Markov模型对股票价格进行了分析与预测,得到了较为理想的结果。模型的建立和应用对我们了解股价运行周期及预测股价走势有一定的指导作用。
In the stock market, the stock price is a random variable which changes with time, and its chang-ing process is a random process. In this paper, the data of 104 trading days of A-share “Shanghai Pudong Development Bank (SH600,000)” from Shanghai Stock Exchange is selected. After check-ing that this process has Markov property, the corresponding Markov model is established to analyze and predict the stock price, and a relatively reasonable result is obtained. The establishment and application of the model can help us to understand the running cycle of stock price, and predict the trend of stock price.
出处
《统计学与应用》
2020年第2期128-140,共13页
Statistical and Application
基金
安徽省教学研究项目资助(2016jyxm0136)。
