摘要
通过引入一种新的估计方法——非参数假设检验方法,以达到对证券投资咨询机构对证券市场大盘走势预测准确度的估计.通过对估计结果的分析得出结论,有99%的把握认为,中国证券市场投资咨询机构所提供的对大盘涨跌的预测,每次有一半家数正确的概率没有达到45%,因而投资者应慎重对待投资咨询机构的大盘预测.
A new method on the non-parameter hypothesis test is introduced in the estimating the exactness of forecasting the tendency of securities market price, which is often done and announced by some consultation companies for investment in securities. A verified estimation result shows that it is of 99% sureness that the probability of exactness of the tendency forecasts announced each time by such companies in China more than a half accuracy is not higher than 45%. Chinese investors shall therefore deliberate on each and the entire forecast announcement of the tendency of securities market price.
出处
《数学的实践与认识》
CSCD
北大核心
2005年第12期57-61,共5页
Mathematics in Practice and Theory
基金
沈阳航空工业学院博士基金05YB09资助
关键词
证券投资
非参数统计
假设检验
U统计量
投资咨询机构
对称核
预测效果
securities investment
non-parameter statistics
hypothesis test
U-statistics
investing consultation institute
symmetry kernel
forecasting effectiveness
