基于粗糙集理论的公司业绩与股价的相关性分析

Rough Set Theory Based Research on the Relativity of Corporate Performance and Stock Price

粗糙集理论是一种新的处理模糊和不确定性知识的数学分析处理理论.利用粗糙集理论中的数据依赖度,以深圳和上海证券交易所的907家上市公司为研究对象,研究它们的股价与21个业绩指标之间的相关性,找到相关性大的业绩指标,为证券市场相关人员进行分析和投资提供良好的支持.

Rough set theory is a new mathematical analysis method processing fuzzy and uncertainty knowledge. In this study, 907 public companies in Shanghai and Shenzhen Stock Exchange were taken as the population. The relativity of stock price and performance of public companies were studied by using the dependability of rough set theory, where 21 indices were selected as performance of public companies. Some indices with big relativity have been found out. That provides good support for people to analyze and invest in stock market.