基于Markov模型对股票的价格预测

Stock Price Prediction Based on Markov Model

摘要: 股票是金融市场上重要的金融工具，正确的股票预测能够帮助投资者做出更好的决策，同时股票价格波动具有很好的马氏性。本文选取深圳A股“平安银行(SZ000001)”45个交易日的数据，通过数据整理获取股票价格的概率转移矩阵并建立马尔可夫模型，运用模型分析并对股价运动进行预测，得到了较为理想的结果。说明马尔可夫模型对于股票的预测具有可行性，投资者能够结合实际情况在股票市场做出更好的决策。

Abstract: The stock is an important financial instrument in the financial market. The correct stock prediction can help investors make better decisions, and the stock price fluctuation has a good Markov property. This paper selects the data of 45 trading days of Shenzhen A-share “Ping An Bank (SZ000001)”, obtains the probability transfer matrix of stock price through data collation, and constructs the Markov model, and predicts the stock price movement by model analysis, and obtains ideal results. It shows that Markov model is feasible for stock prediction and investors can make better decisions in the stock market according to the actual situation.