证券市场大盘预测准确度的极小极大估计  

Minimax Estimation of Accuracy of Forecasting Securities Market Tendency

作　　者：王金玉[1] 俞雪飞[1] 潘德惠[1] 

机构地区：[1]东北大学工商管理学院

出　　处：《系统工程理论与实践》2004年第4期142-144,共3页Systems Engineering-Theory & Practice

摘　　要：　给出了证券投资机构对证券市场大盘走势预测准确度的定义,通过引入统计判决中的极小极大估计方法,将其作了估计.通过实证对估计结果的分析得出结论,中国证券市场投资咨询机构所提供的对大盘涨跌的预测,每次有一半以上家数正确的概率的极小极大估计为45%.The accuracy of securities investing consultation institute forecasting securities market tendency is defined.By introducing a kind of estimation method to statistical decision, minimax estimation method, this article achieves the goal of estimating the accuracy of securities investing consultation institute forecasting securities market tendency. Through analyzing the estimation results of Chinese stock market data, it can be assured that the forecasting announcement more than a half accuracy's probability to the securities market tendency that the securities investing consultation institute giving is about 45 percent .

关 键 词：证券投资 统计判决 极小极大估计 投资咨询机构 预测效果 

分 类 号：F830.9[经济管理—金融学]