其中，市场状态用一个马尔可夫链来描述，各种状态之间的转换也就由相应的转移矩阵刻画，而且随机回报率的均值和协方差矩阵均处决于市场的状态。
Among them, a Markov chain is used to describe the state of the market, and the con-version between the various states will be decided by the transfer matrix.
其中，市场状态用一个马尔可夫链来描述，各种状态之间的转换也就由相应的转移矩阵刻画，而且随机回报率的均值和协方差矩阵均处决于市场的状态。
Among them, a Markov chain is used to describe the state of the market, and the con-version between the various states will be decided by the transfer matrix.
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