线性回归分析模型在股票投资中的应用  

Application of Linear Regression Analysis Model in Stock Investment

作　　者：李海霞[1] 杨树国[1] 

机构地区：[1]青岛科技大学数理学院,山东省青岛市266061

出　　处：《数学计算（中英文版）》2013年第2期36-39,共4页Mathematical Computation

摘　　要：股票投资是一种重要且先进的投资方式，与其相关的预测已经成为经济领域的研究热点，它不仅是评估投资价值的主要途径而且也对作出正确的股票投资决策具有重要意义。投资风险、收益的预测是股票投资预测的基础、起点。因此，投资风险、收益的准确预测对股票投资分析工作是非常重要的。本文结合相关理论，利用数学和财管的专业知识对股票投资的风险和收益进行了预测，通过线性回归分析方法估计β，进而对资本资产定价模型进行定性分析。根据搜集的变量数据，比较准确的预测了股票投资风险和收益，是对股票投资定量分析的一种尝试。利用模型实证分析，可对投资决策进行科学理性的选择。Stock investment, is a kind of important and advanced investment mode. Its Prediction is the research hotspot in the field of economy, at the same time the main way of investment value evaluation. It is of great significance to make the right investment decision of the stock. The accurate prediction of the investment risk, income is very important for stock investment analysis. This paper introduced relevant theories. It used the combination of mathematics and finance to forecast the stock investment risk and return. Through linear regression analysis method to estimate β, it made a qualitative analysis to the capital asset pricing model. According to the data collected by the people, it is the accurate prediction.

关 键 词：线性回归分析模型 股票投资 资本资产定价模型 

分 类 号：O213.9[理学—概率论与数理统计]