Markov Chain Equilibrium Models in Estimating Investment Trends
Investment trends in financial market form an important factor in the investment decision making procedure of financial managements. This paper proposes a generalized Markov chain equilibrium model for estimating the investment trends with changing transition matrices. Numerical procedures for establishing such models and estimating market status are also presented.
investment Markov chain equilibrium trend
Yixun Shi
Department of Mathematics, Computer Science and Statistics Bloomsburg University of Pennsylvania Bloomsburg University, PA 17815, USA
国际会议
上海
英文
523-526
2011-03-11(万方平台首次上网日期,不代表论文的发表时间)