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基于优势粗糙集的证券投资综合排序方法 被引量:1

Comprehensive Method of Sorting in Security Investment Based on Dominance Rough Set Theory
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摘要 基于证券市场的全球化大背景,以及证券投资分析的重要作用,关于证券投资决策的理论和方法的研究已经成为一个重要的前沿领域。充分考虑到股票数据具有连续值、分布不均匀、含有偏好信息等特点,以优势粗糙集为理论基础,制定了基于优势粗集权重的综合排序方法;并以实例进行了分析研究。结果表明所建模型是可行而且有效的,对投资者提高投资决策能力具有一定的现实指导意义。 Based on the background of the stock market globalization, relating to the theory and methods of research on security investment decisions has become an important frontier. Having a full consideration of the data having a value, not equally distributed across, containing preferences information etc, Dominance Rough Set Theory will be use as the theoretical basis, set a Comprehensive Method of studies for instance. The results indicate that the model is feasible and Sorting in Portfolio Investment, and analyze effective, having a practical guidance for investors to invest in Security investment decisions.
出处 《科学技术与工程》 2010年第24期5956-5959,共4页 Science Technology and Engineering
关键词 优势粗糙集 证券投资 综合排序 dominance rough set theory security investment comprehensive method of sorting
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