摘要
马氏链预测法是通过对事物不同状态的初始概率及状态之间的转移概率的研究,预测事物的未来状态。本文建立了股价预测的马氏链数学模型,用代数的方法处理马氏链的高阶概率转移矩阵和平稳分布。
The Markove method can forecast the future state of things by studying the initial probability of different state and transfer probability among the stages. This paper sets up the Markov mathematic forecast model of stock price and uses the method of algebra to deal with higer probability transition matrix and stationary distribution.
出处
《安庆师范学院学报（自然科学版）》
2010年第1期16-18,共3页
Journal of Anqing Teachers College(Natural Science Edition)
关键词
马氏链预测模型
代数
概率转移矩阵
平稳分布
Markov forecast model, algebra, probability transition matrix, stationary distribution
