Analysis of Policy Factors in the Stock Market |
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作者姓名: | YunXu DongHan |
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作者单位: | [1]CollegeofMathematicsandSystemsSciences,XinjiangUniversity,Urmuqi830046,China [2]DepartmentofMathematics,ShanghaiJiaotongUniversity,Shanghai200030,China |
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摘 要: | One model of stochastic time series - Markov chain was presented in this paper. We study and discuss the application of this model. Some results that the policy factor make to stock price were offered when this model is applied to analyze the index of Shanghai stock market quantitatively.
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关 键 词: | 股票市场 时间序列 马尔可夫链 混合预测模型 政策因素 |
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