| 基于马尔可夫链的移动平均线分析新思维 |
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| 引用本文： | 刘厉兵. 基于马尔可夫链的移动平均线分析新思维[J]. 商业研究, 2005, 0(23): 137-138 |
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| 作者姓名： | 刘厉兵 |
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| 作者单位： | 上海大学,国际工商与管理学院,上海,201800 |
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| 摘 要： | 应用马尔可夫链,建立新的移动平均线分析模式,使均线分析更加准确,有效地克服了传统均线分析所带来的伪信号,使得均线分析既能准确预测趋势,又能贴近市场近期行为,从而解决了均线通常只能用于分析中长期趋势的问题。
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| 关 键 词： | 移动平均线 马尔可夫链 信号 |
| 文章编号： | 1001-148X(2005)23-0137-02 |
| 收稿时间： | 2004-10-18 |
| 修稿时间： | 2004-10-18 |
A New Moving Average Model Based on Markov Chain |
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| LIU Li-bing. A New Moving Average Model Based on Markov Chain[J]. Commercial Research, 2005, 0(23): 137-138 |
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| Authors: | LIU Li-bing |
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| Affiliation: | School oflnternational Business and Management, Shanghai University, Shanghai 201800, China |
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| Abstract: | This paper sets up a new Moving Average model based on Markov Chain to analyze market behavior.This can effectively avoid the false signal brought about by traditional Average analysis.Therefore, the precise fecasting can not only reflect the recent market performance but also solve the problem that Moving Average is merely appled to the analysis of mid- term or long- term trends. |
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| Keywords: | Moving Average Markov chain signal |
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