Study on Forecasting the Stock Market Trend Based on Stochastic Analysis Method
To counter strong features of disorder and randomness of stock market fluctuation in China, we introduce a Markov process model for the stock market trend forecasting, which is a useful complement for an existing technical analysis. Meanwhile, we expound on the related properties of Markov process and establish Markov chain mathematical model of the stock market trend forecasting, furthermore, give an example of model application, finally, further investigate application of the model.