DocumentCode
461486
Title
Study on Theory of the Grey Markov Chain Method and Its Application
Author
Cuifeng Li
Author_Institution
Net center of, Zhejiang Business Technology Institute, Ningbo, China. Phone: 13989368008, E-mail: cuicui107@hotmail.com
fYear
2006
fDate
Oct. 2006
Firstpage
1742
Lastpage
1746
Abstract
Against the uncertainty of stock price, this paper carried out the grey markov forecasting model which build up the adjusting grey model and markov chain model to forecast the stock price in Shanghai. This forecast bases on the analysis of the data in past days and gives the forecast result of stock price on April 30. The practical application results show the effectiveness of the proposed approach.
Keywords
Data analysis; Data engineering; Differential equations; Electronic mail; Information systems; Predictive models; Random sequences; Systems engineering and theory; Technology forecasting; Uncertainty; Grey model; Markov chain; Prediction; Stock price; Transition probability;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Engineering in Systems Applications, IMACS Multiconference on
Conference_Location
Beijing, China
Print_ISBN
7-302-13922-9
Electronic_ISBN
7-900718-14-1
Type
conf
DOI
10.1109/CESA.2006.313594
Filename
4105660
Link To Document