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Application of Weighted Markov Chain in Stock Price Forecasting of China Sport Industry
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- 발행기관
- 보안공학연구지원센터(IJUNESST) 바로가기
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- 간행물
- International Journal of u- and e- Service, Science and Technology 바로가기
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- 통권
- Vol.8 No.2 (2015.02)바로가기
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- 페이지
- pp.219-226
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- 저자
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- 언어
- 영어(ENG)
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- URL
- https://www.earticle.net/Article/A242161
※ 원문제공기관과의 협약기간이 종료되어 열람이 제한될 수 있습니다.
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
Abstract
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
키워드
Weighted Markov Chain "Markov Property" Test Transition Matrix Stock Price Forecast저자
간행물 정보
발행기관
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- 발행기관명
- 보안공학연구지원센터(IJUNESST) [Science & Engineering Research Support Center, Republic of Korea(IJUNESST)]
- 설립연도
- 2006
- 분야
- 공학>컴퓨터학
- 소개
- 1. 보안공학에 대한 각종 조사 및 연구 2. 보안공학에 대한 응용기술 연구 및 발표 3. 보안공학에 관한 각종 학술 발표회 및 전시회 개최 4. 보안공학 기술의 상호 협조 및 정보교환 5. 보안공학에 관한 표준화 사업 및 규격의 제정 6. 보안공학에 관한 산학연 협동의 증진 7. 국제적 학술 교류 및 기술 협력 8. 보안공학에 관한 논문지 발간 9. 기타 본 회 목적 달성에 필요한 사업
간행물
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- 간행물명
- International Journal of u- and e- Service, Science and Technology
- 간기
- 격월간
- pISSN
- 2005-4246
- 수록기간
- 2008~2016
- 십진분류
- KDC 505 DDC 605
이 권호 내 다른 논문 / International Journal of u- and e- Service, Science and Technology Vol.8 No.2
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