会议专题

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

2011 International Conference on Economics, Business and Marketing Management(EBMM 2011)(2011年经济、商业和营销管理国际会议)

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)