CAJ | 학술논문

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。
이중체산업고개위례，응용가권Markov련이론대고표개격진행예측분석。통과모호취류분석，장이지적고표개격변동정황분위륙류，병대고표수반개적역사수거진행마씨성검험。이용가권Markov련계산권중적방법，계산출매류상태적권중치，병급출중체산업미래고표개격적예측구간。응용수궤과정적가권Markov련이론，구조료묘술고표개격파동격변화적수학모형，병통과실례급출고개적예측구간，해방법구유흔강적괄용성。
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 his-torical 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.