Markov Chain and its Application on Analysis of Stock Market
Peng Zhi · Mathematica Applicata · 2004
In the paper,a random model of prediction on stock price and analysis on stock market is given by using the theory of markov chain,the theory of the cycle of stock's motion and maximization of investment profit is proposed,and makes the long term benefit of decision optimal.Examples are given to vestify its reliability and practicability.