摘要
现有许多种关于股票投资的技术分析方法,如移动平均线,PE值,相对强弱指数等等。文章提出一种基于回归的新的技术分析方法———回归直线分析法。通过比较,作者认为回归直线分析法在香港股市较其它几种技术分析方法不仅具有盈利大。
There are many technical analysis methods for investment on stock market, such as Moving Average, PE value, RSI etc. This paper proposes a new method based on Linear Regression method for stock investment. It is found that the Linear Regression method is better than other methods in Hong Kong for higher return and expected value.
出处
《运筹与管理》
CSCD
1999年第4期41-47,共7页
Operations Research and Management Science
基金
国家自然科学基金