本文以股票投资者为指导对象,将投资者的整个投资过程划分为两部分:根据层次分析法利用不同指标对股票选择的影响建立递阶层次模型,选取上海证交所历史数据验证模型的有效性;同时将马尔科夫链理论应用于股票市场,构建马氏链预测模型,并预测中国石化未来几个交易日价格所处区间。 This paper takes the stock investor as the guidance object and divides the whole investment process of the investor into two parts: according to the impact of the different indicators on the stock selection according to the analytic hierarchy process, establishes the hierarchical model, selects the Shanghai Stock Exchange’s historical data to verify the validity of the model At the same time, Markov chain theory is applied to the stock market to build a Markov chain prediction model and to predict the price of Sinopec in the coming few trading days.