摘要
本文在ＤＤＭＳ即股利贴现模型的基础上，利用Ｋａｌｍａｎ 滤波将随机方程变为确定性方程，从而采取相应的决策。
In this paper,based on the DDMs model,the investment decisiion is discussed by converting a descrete_time_varying stochastic equation into definite one by means of Kalman filtering.Finally,we got the result that monetary quantity varies in the direction of our expectation.
出处
《松辽学刊（自然科学版）》
1999年第4期9-12,共4页
Songliao Journal (Natural Science Edition)
