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Predicting Stock Prices Using Markov Chain: The Stock Price Forecast based on Shanghai Securities
- 1 Xi'an Yuandong No. 1 Middle School
- 2 Chongqing No.1 International Studies School
* Author to whom correspondence should be addressed.
Abstract
This study investigates and predicts the stock price of Shanghai Securities. Our analysis lemma the C-K equation，n step transition to predict the stock price of Shanghai Securities. In this paper, we have put our model into different stocks in reality to test its feasibility. Finally, we envisaged the probable scope for this approach and listed some shortages of using Markov chain in predicting stock price. A great discovery in this page is that utilizing the stock's Markov property; we concluded that Shanghai Securities is martensitic. Also, we have proved the economic benefit of this numerical model.
Keywords
stoke prediction, numerical models, markov chain, finance, probability transfer
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Cite this article
Gu,L.;Zeng,K. (2023). Predicting Stock Prices Using Markov Chain: The Stock Price Forecast based on Shanghai Securities. Advances in Economics, Management and Political Sciences,20,1-7.
Data availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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Volume title: Proceedings of the 2023 International Conference on Management Research and Economic Development
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