{"title":"基于支持向量机的共同基金绩效评价模型","authors":"Authors Cuiyi","doi":"10.1109/ieis.2016.7551891","DOIUrl":null,"url":null,"abstract":"The evaluation and selection of funds are a classification problem essentially. The paper builds evaluation index sets including fund companies, fund managers, risk level and the level of risk-adjusted earnings, and uses independent samples t-test, linear regression and KPCA and SVM model to evaluate and classify securities investment funds. According to the empirical analysis, the model is practicable, and using this way to choose funds is simple, straight, and practical.","PeriodicalId":334364,"journal":{"name":"2016 International Conference on Industrial Economics System and Industrial Security Engineering (IEIS)","volume":"37 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A model used in mutual funds performance evaluation based on SVM\",\"authors\":\"Authors Cuiyi\",\"doi\":\"10.1109/ieis.2016.7551891\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The evaluation and selection of funds are a classification problem essentially. The paper builds evaluation index sets including fund companies, fund managers, risk level and the level of risk-adjusted earnings, and uses independent samples t-test, linear regression and KPCA and SVM model to evaluate and classify securities investment funds. According to the empirical analysis, the model is practicable, and using this way to choose funds is simple, straight, and practical.\",\"PeriodicalId\":334364,\"journal\":{\"name\":\"2016 International Conference on Industrial Economics System and Industrial Security Engineering (IEIS)\",\"volume\":\"37 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2016 International Conference on Industrial Economics System and Industrial Security Engineering (IEIS)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ieis.2016.7551891\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 International Conference on Industrial Economics System and Industrial Security Engineering (IEIS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ieis.2016.7551891","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A model used in mutual funds performance evaluation based on SVM
The evaluation and selection of funds are a classification problem essentially. The paper builds evaluation index sets including fund companies, fund managers, risk level and the level of risk-adjusted earnings, and uses independent samples t-test, linear regression and KPCA and SVM model to evaluate and classify securities investment funds. According to the empirical analysis, the model is practicable, and using this way to choose funds is simple, straight, and practical.