| 回归分析在新股股价预测建模中的应用 |
| |
| 引用本文： | 郭国雄,陈玲,栾长福,陆子强. 回归分析在新股股价预测建模中的应用[J]. 华南理工大学学报(自然科学版), 2003, 31(3): 57-59 |
| |
| 作者姓名： | 郭国雄 陈玲 栾长福 陆子强 |
| |
| 作者单位： | 华南理工大学,应用数学系,广东,广州,510640 |
| |
| 基金项目： | 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。
|
| 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 |
| 文章编号： | 1000-565X(2003)03-0057-03 |
| 修稿时间： | 2002-09-25 |
Application of Regression Analysis to the Construction of New Stock''s Price Model |
| |
| Guo Guo_xiong Chen Ling Luan Chang_fu Lu Zi_qiang. Application of Regression Analysis to the Construction of New Stock''s Price Model[J]. Journal of South China University of Technology(Natural Science Edition), 2003, 31(3): 57-59 |
| |
| Authors: | Guo Guo_xiong Chen Ling Luan Chang_fu Lu Zi_qiang |
| |
| Abstract: | 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. |
| |
| Keywords: | linear regression analysis issue price opening pr ice |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
