| 加权Markov链权重计算及其应用 |
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| 引用本文： | 周庆欣,吴玉东,范红霞,王旭,孙李红,王树忠.加权Markov链权重计算及其应用[J].哈尔滨商业大学学报(自然科学版),2014(6):740-743. |
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| 作者姓名： | 周庆欣 吴玉东 范红霞 王旭 孙李红 王树忠 |
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| 作者单位： | 哈尔滨商业大学基础科学学院,哈尔滨,150028 |
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| 基金项目： | 黑龙江省教育厅人文社会科学项目(12532083)；哈尔滨商业大学青年教师自然科学基金项目(HCUL2013012)． |
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| 摘 要： | 以中体产业股价为例,应用加权Markov链理论对股票价格进行预测分析.通过模糊聚类分析,将已知的股票价格变动情况分为六类,并对股票收盘价的历史数据进行马氏性检验.利用加权Markov链计算权重的方法,计算出每类状态的权重值,并给出中体产业未来股票价格的预测区间.应用随机过程的加权Markov链理论,构造了描述股票价格波动格变化的数学模型,并通过实例给出股价的预测区间,该方法具有很强的适用性.
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| 关 键 词： | 加权Markov链 “马氏性”检验 权重 股价预测 |
Weight calculation and application of weighted Markov |
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| ZHOU Qing-xin,WU Yu-dong,FAN Hong-xia,WANG Xu,SUN Li-hong,WANG Shu-zhong.Weight calculation and application of weighted Markov[J].Journal of Harbin University of Commerce :Natural Sciences Edition,2014(6):740-743. |
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| Authors: | ZHOU Qing-xin WU Yu-dong FAN Hong-xia WANG Xu SUN Li-hong WANG Shu-zhong |
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| Institution: | (School of Basic Science, Harbin University of Commerce, Harbin 150028, China) |
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| Abstract: | The weighted Markov chain theory was used in this paper to predict the stock＇s price. The known data were divided into six categories by fuzzy clustering analysis. The historical data of the stock＇s closing price was tested by ＂Markov Property＂. After testing that the stock＇s price of China industry satisfies ＂Markov Property ＂. The weight values were constructed according to the method of weight Markov chain theory,and prediction intervals of the industry ＇s future stock prices were obtained. In this paper,the weighted Markov chain theory of stochastic processes was used,and mathematical model was constructed to describe the change in stock price volatility and the prediction intervals of stock price. This method has a strong applicability. |
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| Keywords: | weighted Markov chain “Markov Property” test weight stock price forecast |
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