| 基于主成分分析的股票投资策略 |
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| 引用本文： | 李建军,虞跃.基于主成分分析的股票投资策略[J].长春师范学院学报,2009(2). |
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| 作者姓名： | 李建军 虞跃 |
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| 作者单位： | 南京理工大学统计与金融数学系; |
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| 摘 要： | 本文利用主成分分析方法对沪深股市3个主流板块的股票进行分析,从中选取各个板块具有高成长和盈利能力的股票组成股票池,并对股票池中的股票再次进行主成分分析,得到上市公司成长与盈利能力的综合排名。基于上面的客观分析结果,提出了股票投资策略。
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| 关 键 词： | 股票 投资策略 主成分分析 |
Stock Investment Strategy Based on Principal Component Analysis |
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| LI Jian-jun,YU Yue.Stock Investment Strategy Based on Principal Component Analysis[J].Journal of Changchun Teachers College,2009(2). |
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| Authors: | LI Jian-jun YU Yue |
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| Institution: | LI Jian-jun,YU Yue(Department of Statistics , Financial Mathematics,Nanjing University of Science , Technology,Nanjing 210094,China) |
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| Abstract: | In this paper we selected stocks of high growth from three sections by principal component analysis to comprise the stock pool.Then we analyzed on the stocks in the stock pool by principal component analysis again to obtain the score order of growth.Based on the result of the above objective analysis,we proposed the stock investment strategy. |
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| Keywords: | stock investment strategy principal component analysis |
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