关键词: 理性指标, 马尔可夫链, 特征背离, 主成分分析

Abstract: Due to the artificial disturbance of the stock market, the effects of the stock market prediction algorithm based on sentiment are poor. In the paper, the Markov Chain Stock Market Trend Prediction Algorithm Based on Rational Indicator （RI_MCA） is proposed  for the problem of the buy and sale induced in stock market. First, the main stock market rational characteristics are extracted and quantized; then, by principal component analysis of these characteristics rational integration into rational indicators, the buy and sale is acquired to use of these rational indicators; finally, situation of the stock market to the buy and sale is led into Markov chain to realize the stock market trend forecast. The reliability of buy and sale is affected in the condition of the deviation of rational indicators and stock status. RICD_MCA algorithm （Markov Chain Stock Market Trend Prediction Algorithm Based on Rational Indicator Combining with Characteristics Deviate） is proposed by introducing characteristics deviate into RI_MCA algorithm which adjusts the RI_MCA algorithm results by the degree of the feature departure. RICD_MCA algorithm has higher prediction accuracy showed by the comparison and analysis of experimental results of Shanghai Composite Index.

Key words: rational indicator, Markov chain, characterized departing, principal component analysis