摘要
本文在对证券市场运行特征切合实际的分析基础上,利用贝叶斯决策方法,以证券价格运行趋势构造观察变量和效用函数;为投资者提供了选择满意策略的方法,通过划分投资周期和调整投资比例,使得投资者可以依据市场行情的变化及时地调整投资策略。
Based on the practical analysis of the feature of the securities market,a model of Bayesian decision making is proposed,considering the observable variable and the utility function as the fuctions of the price trend.With the partition of investment period and the adjustment of investment proportion,the investor could adjust his investment strategy according to the variation of the market.
出处
《科技视界》
2012年第29期117-117,114,共2页
Science & Technology Vision
关键词
证券投资
贝叶斯决策
满意策略
Securities investment
Bayesian decision making
Approving strategy
