摘要
由于股票过去的交易价格反映了股票本身很多信息,对预测股价未来的走势有很大的帮助,因此本文从股票过去多个交易日的价格入手,通过空间矩形顶点坐标转换,将区间数据矩阵[1]转化成普通矩阵,利用主成分分析法[3]找出适合进行投资的股票.
Because the trade price in the past of the stock has reflected stocks much information, there is very great help in predicting the tendency in the future of stock price, therefore this article starts with the stock price of a lot of bargain days in the past and transforms the matrix of the interval data into ordinary matrix through the space rectangle summit pinnacle coordinates, utilizing the analytic approach of main composition to find out the suitable stock that made the investment.
出处
《洛阳师范学院学报》
2006年第2期35-36,84,共3页
Journal of Luoyang Normal University
关键词
组合投资
主成分分析
成交量
成交额
换手率
portfolio investment
principal components analytic
trading volume
turnover
turnover rate