원문정보
초록
영어
The stock's price of China Sport Industry was studied in this paper, and the theory of Weighted Markov Chain was applied to forecast the stock's price. The main contents are as follows: Firstly, based on the historical data of China Sport Industry’ stock, Spss software was used to conduct fuzzy clustering analysis, and the known data was divided into six categories. Secondly, For the application of Weighted Markov Chain, the historical data of the stock's closing price was tested about "Markov Property". After testing that the stock's price of China industry satisfies "Markov Property", state transition matrix was constructed using data .The weight values of every state were calculated with the method of Weighted Markov Chain theory and prediction intervals of the industry's future stock prices were obtained. This article bases on the markov property of the stock price sequence and uses weighted markov model to predict the stock price change block, providing certain reference value for individual or collective investment. And this method has strong applicability.
목차
1. Introduction
2. Basic Theory
2.1. The Basic Conception of Markov
2.2. "Markov Property" Inspection of Random Process
2.3. The Basic Theory of Weighted Markov Chain
3. The Application of the Weighted Markov Chain in Forecasting the Stock Price of China Sports Industry
4. Comparison of the Weighted Markov Prediction Result and Markov Prediction Result
5. Conclusion
Acknowledgements
References