| 马尔可夫链在经济预测上的应用 |
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| 引用本文： | 葛键.马尔可夫链在经济预测上的应用[J].西安财经学院学报,2000(4). |
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| 作者姓名： | 葛键 |
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| 作者单位： | 陕西经贸学院统计系!陕西西安710061 |
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| 摘 要： | 本文将马尔可夫链引入到经济学中 ,通过建立产品的状态转移概率矩阵 ,利用马尔可夫链进行分析和计算 ,给出产品的市场预测、利润预测及风险决策的数学模型 ,从而给经济预测提供切实可靠的理论依据。
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| 关 键 词： | 马尔可夫链 齐次马尔可夫链 转移概率矩阵 期望利润 |
Application of Markov Chain in economic forecast |
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| GE,Jian.Application of Markov Chain in economic forecast[J].Journal of Xi‘an Institute of Finance & Economics,2000(4). |
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| Authors: | GE Jian |
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| Abstract: | In this article,Markov chain is introduced into economy.By constructing state transition probability matrix of products, analysising and computing with Markov chain,a mathematical model of market forecast. profit forcast and risked decision making is given, which affords us dependable theoretical basis to economic forecast and makes economic forecast more scientific,more accurate. |
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| Keywords: | Mardov chain homogeneous Markov chaim transition probability matrix expected profit |
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