التنبؤ بأسعار الذهب وذلك بأستخدام سلاسل ماركوف وطريقة الأمكان الأعظم (MLE)

Abstract

In this research which was made to predict the prices of gold by using Markov chains and these made by depending on data (real data)which was collected daily from 2008 till may 2012 and then made the matrix of probability transition and then use it (matrix of Probability transition) and estimate this matrix in Maximum Likelihood (MLE) and then Predict based on the last matrix transition which was gain by using the statistical program (MATLAB) because Markov chains depend on present to predict the future by rise estimate matrix via maximum likelihood method of the power twelfth if the stability and vector distribution of stable (u) at this force has been reached that the possibility of rise or elevation was in the first stage and the decline in the second stage or place and stage of stability in the third.