Research Article
Volatility Analysis Strategy of Securitization Market Based on Markov Analysis Model
@INPROCEEDINGS{10.4108/eai.18-11-2022.2326869, author={Junyi Du}, title={Volatility Analysis Strategy of Securitization Market Based on Markov Analysis Model}, proceedings={Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China}, publisher={EAI}, proceedings_a={ICEMME}, year={2023}, month={2}, keywords={finance analysis; data; static trees}, doi={10.4108/eai.18-11-2022.2326869} }- Junyi Du
Year: 2023
Volatility Analysis Strategy of Securitization Market Based on Markov Analysis Model
ICEMME
EAI
DOI: 10.4108/eai.18-11-2022.2326869
Abstract
Financial data analysis as well as its research on market fluctuation is an important research content in the financial field. A large number of analysts explore the operation law behind the data through the analysis of data change and fluctuation, to establish a reliable data financial analysis model and reduce the market risk. With the increasing complexity of data, the existing analysis models have been difficult to meet the market demand. Based on the summary of the discrete Markov analysis model system of volatility proposed by predecessors, the data envelopment and static tree analysis system are introduced to complete the data extraction and evaluation processing, and then the final data volatility results are obtained through the calculation of Brillouin monitoring data volatility. The analysis shows that the accuracy of data fluctuation evaluation of the method is significantly improved that can provide effective data theoretical guidance for investors’ trading in finance, which has obvious practical advantages.