Proceedings of the 2023 International Conference on Management Research and Economic Development
Series Vol. 20
, 13 September 2023
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Predicting Stock Prices Using Markov Chain: The Stock Price Forecast based on Shanghai Securities
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Advances in Economics, Management and Political Sciences, Vol. 20,
Published 13 September 2023. © 2023 The Author(s). Published by EWA
This article is an open access article distributed under the terms and
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Citation Langyu Gu, Kerui Zeng. Predicting Stock Prices Using Markov Chain: The Stock Price Forecast based on Shanghai Securities. AEMPS (2023) Vol. 20: 1-7. DOI: 10.54254/2754-1169/20/20230163.
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.
stoke prediction, numerical models, markov chain, finance, probability transfer
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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
- ISBN (Print)
- ISBN (Online)
- Published Date
- 13 September 2023
- Advances in Economics, Management and Political Sciences
- ISSN (Print)
- ISSN (Online)
- © 2023 The Author(s)
- Open Access
- This article is an open access article distributed under the terms and
conditions of the Creative Commons Attribution (CC BY) license, which
permits unrestricted use, distribution, and reproduction in any medium,
provided the original work is properly cited