| 上证综合指数的随机过程方法预测 |
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| 引用本文： | 肖红艳,张凤. 上证综合指数的随机过程方法预测[J]. 重庆科技学院学报(自然科学版), 2007, 9(2): 119-120 |
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| 作者姓名： | 肖红艳 张凤 |
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| 作者单位： | 长江大学,荆州,434023 |
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| 摘 要： | 应用随机过程方法预测了上证综合指数的走势.不同时期股价的运动是独立的,表现为一种随机状态.将上证综合指数当作一个随机变量进行预测,并作了实证分析.
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| 关 键 词： | 随机过程 预测 马尔可夫链 |
| 文章编号： | 1673-1980（2007）02-0119-02 |
| 修稿时间： | 2006-12-25 |
Forecast on Stochastic Process Method of Shanghai Stock Composite Index |
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| XIAO Hong-yan,ZHANG Feng. Forecast on Stochastic Process Method of Shanghai Stock Composite Index[J]. Journal of Chongqing University of Science and Technology:Natural Science Edition, 2007, 9(2): 119-120 |
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| Authors: | XIAO Hong-yan ZHANG Feng |
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| Affiliation: | Yangtze University,Jingzhou 434023 |
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| Abstract: | The stochastic process method is applied to forecast Shanghai stock composite index trend. Stock price movement in different time is independent, and the performance is in stochastic condition. Shanghai stock composite index is treated as a random variable to carry on the forecast, and makes the real diagnosis analysis. |
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| Keywords: | stochastic process forecast Markov chain |
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