股价变化是 non-Markovian。

来源: BeLe 于 2007-08-02 18:17:46 [] [旧帖] [给我悄悄话] 阅读数 : 0 (143 bytes)

In stock market, the information at the present time
is not enough to predict the future. This is just
the opposite of a Markov process.

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