回归分析在新股股价预测建模中的应用  

Application of Regression Analysis to the Constructionof New S tock's Price Model

作　　者：郭国雄[1] 陈玲[1] 栾长福[1] 陆子强[1] 

机构地区：[1]华南理工大学应用数学系,广东广州510640

出　　处：《华南理工大学学报（自然科学版）》2003年第3期57-59,共3页Journal of South China University of Technology(Natural Science Edition)

基　　金：广东省自然科学基金资助项目(990606)

摘　　要：针对我国A股股市的特点 ,运用统计学和财务分析等方法 ,系统分析了影响新股上市股价的相关因素 .对抽取的股票样本数据进行了线性回归分析 ,得出了各因素所占权重 ,建立了一个预测新股上市第一天开盘价的数学模型 ,并以此模型为基础在计算机上开发了新股定价预测系统 .实践表明 ,该系统对于新股的投资决策具有积极的指导意义 .In this paper, according to the peculiarity of A t ype stock market in China, by suing statistics and financial analytical methods, the fact o rs influencing the new stock's price are anslysed. Through the linear regression analysis of the stocks' relative data, the power value of each facter is obtain ed, and a mathematical model to forecast the opening price in the first day of n ew stock is established. Based on the model, a computer system is developed. The practice indicates this system is useful to make decision of the investment wit h new stock's.

关 键 词：新股 股价预测 线性回归分析 股票市场 发行价 开盘价 数学模型 

分 类 号：F830.91[经济管理—金融学] F224.7