统计分析方法在股票最优投资的应用  

The Application of statistical methods in Stock Optimal Investment

作　　者：郑薇[1] 开璇 谢心庆 

机构地区：[1]新疆财经大学应用数学学院,新疆乌鲁木齐830012

出　　处：《贵州商业高等专科学校学报》2015年第1期49-52,共4页Journal of Guizhou Commercial College

摘　　要：本文运用聚类分析,因子分析相结合对股票进行投资分析,对股票的收益性,成长性等多方面进行分析,建立了较为合理的指标体系,衡量样本股票的"相似程度",通过聚类分析确定投资范围和投资价值[1],了解股票的总体特性及发展潜质,由此缩小范围选出高成长,高收益的股票.然后再用因子分析方法对挑选出来的股票进行分析计算出综合排名,再用判别分析,确定值得投资的股票,使投资者做出最佳的投资决策。This paper used cluster analysis and factor analysis methods to analyze the stock investment, and analyzed stock returns , growth , management ability of company, established reasonable indicator system to measure similarity of the sample stock. Determined the scope of investment by the cluster analysis, to understand the overall characteristics and development potential of the stock, from this to narrow the scope of selected high growth,high - yield stocks. Then used factor analysis to analyze the selected stock and calculate the comprehensive ranking, and finally determined the worth investing stocks by use the discriminant analysis to, enable investors make the best investment decisions.

关 键 词：聚类分析 因子分析 判别分析 股票投资 

分 类 号：F831.5[经济管理—金融学]