python马尔科夫链

 

假设我们当前股市的概率分布为：[0.3,0.4,0.3],即30%概率的牛市，40%概率的熊盘与30%的横盘

import numpy as np
matrix = np.matrix([[0.9,0.075,0.025],[0.15,0.8,0.05],[0.25,0.25,0.5]], dtype=float)
vector1 = np.matrix([[0.3,0.4,0.3]], dtype=float)
for i in range(100):
    vector1 = vector1*matrix
    print("Current round:" , i+1)
    print (vector1)

第60轮开始一直保持在[0.625   0.3125  0.0625]，即62.5%的牛市，31.25%的熊市与6.25%的横盘 。

改变初始概率分布：现在我们用[0.7,0.1,0.2]作为初始概率分布

matrix = np.matrix([[0.9,0.075,0.025],[0.15,0.8,0.05],[0.25,0.25,0.5]], dtype=float)
vector1 = np.matrix([[0.7,0.1,0.2]], d