基于模糊概率的股价波动分析模型  

Stock-Price Fluctuation Analyses Based on Fuzzy Probability

作　　者：李建新[1] 胡刚[2] 

机构地区：[1]广东工业大学应用数学学院,广州510090 [2]广东工业大学机电工程学院,广州510090

出　　处：《系统工程理论与实践》2006年第9期33-42,共10页Systems Engineering-Theory & Practice

基　　金：广东省科技计划(2004B10101040)

摘　　要：以理智的证券投资者的投资理念和实际经验为背景,利用模糊集理论和模糊概率的方法来模拟他们的股价分析过程和研究他们的投资策略.在股价波动的预测集上构造了一个模糊概率空间;然后,根据投资者的不同的投资偏好,利用模糊概率对股价波动的预测集进行了详尽的讨论和分析;由此获得了一些有关投资决策的关键技术指标和控制风险的策略.By using rational investors＇ thoughts and practical experiences as background, the paper utilizes the theory of fuzzy sets and the method of fuzzy probability to simulate their securities analysis processes and study their investment decisions. We construct a fuzzy probability space on the forecast set of stock-price fluctuations, and then, according to investors＇ different investment preferences, we discuss and analyze the forecasts set of stock-price fluctuations, in detail, by using fuzzy probability. As a result, we obtain some key technical indicators and some decision methods to control risks. The paper＇ s methods and results supply some new thoughts and techniques for securities investors＇ decision making.

关 键 词：模糊集 模糊数 模糊概率 证券分析 股价预测 证券投资模型 

分 类 号：F224.9[经济管理—国民经济] O159[理学—数学]