摘要
本文结合中国股市的特点,利用独立成分分析方法分析了影响我国沪指波动的主要因素,成功地发现我国沪指走势主要受政策、投资者心理、物价指数、外部市场条件等四个因素影响。同时基于股指波动的深层影响因素,本文进一步给出了针对性的政策建议,以期规范市场行为,有效引导投资者,使股市得以规范而健康的成长,从而更好地发挥其自身功效,为整体经济的协调发展服务。
Combined with the characteristics of China＇s stock market, the paper applies independent component analysis （ICA） method to analyse the major factor influencing the trend of Shanghai Stock Index. It＇s found that policies, investors behavior, the price index and external market conditions are the main reasons of the volatility of China＇s market. This article gives further specific policy proposals aimed at regulating market conduct and guides effectively investors, then the stock market can play better roles for the harmonious development of overall economic
出处
《统计教育》
2009年第4期25-30,共6页
Statistical education
关键词
独立成分分析
波动性
熵
Independent Component Analysis
volatility
entropy
