基于多元统计分析的股票最优投资模型  

The optimal investment model based on multivariate statistical analysis

作　　者：李银[1] 黄惠娟[1] 梁瑞时 

机构地区：[1]韶关学院数学与统计学院,广东韶关512005

出　　处：《韶关学院学报》2014年第12期10-14,共5页Journal of Shaoguan University

基　　金：国家自然基金项目(10871214);广东省育苗项目(2013LYM0081);韶关市科技计划项目(313140546);国家创新实验项目(201310576014)

摘　　要：随机选取了国内40家房地产上市公司,并在专家评价法的基础上构造财务指标体系,采用多元统计法对数据进行因子分析得出决定指标优劣的四个主成分,再次对由主成分计算得到的综合得分进行聚类,最后通过差异性讨论及对比,得出股票最优投资策略,为不同偏好投资者提供参考.This paper employed multivariate statistical methods. First, it randomly selected 40 listed domestic real estate companies and financial indicators system was constructed on the basis of expert evaluation method. Second, through factor analysis of the data it determined the merits of the four main components of indicators, and again it was calculated by principal components to obtain composite score clustering. Finally through discussion and comparison of differences, it finds the stock optimal investment strategy, a clear direction for the different preferences of investors.

关 键 词：因子分析 聚类分析 财务指标 股票投资 

分 类 号：O152.1[理学—数学]