基于预测理论的投资组合选择模型的研究  

Study of portfolio selection model based on prediction theory

作　　者：孙冲 吴天庆 王虹 SUN Chong;WU Tianqing;WANG Hong(Army Artillery and Air Defense Academy,Hefei 230000,China;School of Arts and Sciences of Suqian College,Suqian 223800,China)

机构地区：[1]陆军炮兵防空兵学院,安徽合肥230000 [2]宿迁学院文理学院,江苏宿迁223800

出　　处：《延边大学学报（自然科学版）》2020年第3期198-202,共5页Journal of Yanbian University（Natural Science Edition）

摘　　要：为提高股票未来价格和流动性的度量精度,构造了一种区间模糊数的整体GM(1,1)预测模型.首先,利用整体GM(1,1)预测模型构造了模糊区间数;然后,基于区间模糊数建立了模糊M-V模型,并基于区间数的中点、半径以及可接受度对模型进行了优化,以此得到了含有参数的单目标规划模型.最后,通过实例分析证明了模型的有效性.In order to improve the measurement accuracy of stock future price and liquidity,an overall GM(1,1)prediction model based on interval fuzzy numbers is constructed.Firstly,the fuzzy interval number is constructed by using the overall GM(1,1)prediction model.Secondly,a fuzzy M-V model is established based on interval fuzzy numbers,and the model is optimized based on the midpoint,radius and acceptability of interval numbers to obtain a single objective programming model with parameters.Finally,the validity of the model is proved by an example analysis.

关 键 词：整体GM(1 1)预测模型 区间数 可接受度 单目标规划模型 

分 类 号：F832[经济管理—金融学]