证券投资预测的E-Bayes方法  

Expected Bayesian Method for Forecast of Security Investment

作　　者：韩明[1] 

机构地区：[1]福建工程学院数学系,福建福州350014

出　　处：《运筹与管理》2005年第5期98-102,共5页Operations Research and Management Science

基　　金：浙江省教育厅基金资助项目(No.20031024);福建工程学院科研基金资助项目

摘　　要：本文提出了证券投资的一个分析方法———E-Bayes方法。首先进行统计分组,在此基础上应用状态概率的E-Bayes估计建立证券投资的预测模型,最后结合实际问题进行了计算,结果表明本文所提出的方法便于应用。In this paper, the author gives an analysis method for the forecast of security investment： expected Bayesian method. Statistics are grouped, on the basis of which expected Bayesian estimates of state probability are used to establish the forecast model for security investment. Finally, calculations are performed regarding to practical problems, which show that the expected Bayesian method is feasible and easy to operate.

关 键 词：运筹学 证券投资 状态概率 预测模型 E-BAYES估计 

分 类 号：F830.91[经济管理—金融学]