基于粗糙集理论的股票投资决策方法

IF 1.2 Q2 STATISTICS & PROBABILITY
Xiao Ming
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引用次数: 1

摘要

在粗糙集理论的基础上,将多属性决策方法用于股票投资决策。首先,选择决策属性,运用粗糙集理论分析2006年股票收益与财务属性数据的关系,找出各属性的客观权重;综合权重中既考虑客观权重,也考虑主观权重。然后,利用综合权重和2007年的财务数据,对所选股票进行评分。得分排序结果与实际股票收益基本吻合,可以证明本文方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Approach for Stock Investment Decisions Based on Rough Set Theory
Multi-attribute decision method is used for stock investment decision on the basis of rough set theory.First,decision attributions are selected,rough set theory is used to analysis the relationship between stock return of 2006 and the financial attribute data,and find out the objective weights for each attribute.Both objective and subjective weight are considered in synthetical weights.Then,with the synthetical weight and financial data of 2007,all the selected stocks are scored.The score rank result is basically coincident with the real stock returns,which could prove the validity of the method used in this paper.
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来源期刊
Journal of Statistics & Management Systems
Journal of Statistics & Management Systems STATISTICS & PROBABILITY-
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6.20%
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