Markov Chain Equilibrium Models in Estimating Investment Trends

摘要：

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.

关键词： investment Markov chain equilibrium trend

作者: Yixun Shi

作者单位: Department of Mathematics, Computer Science and Statistics Bloomsburg University of Pennsylvania Bloomsburg University, PA 17815, USA

会议类型: 国际会议

会议名称: 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)

会议地点: 上海

会议语种:英文

页码: 523-526

在线出版日期: 2011-03-11（万方平台首次上网日期，不代表论文的发表时间）