多元统计方法在股票选取策略应用分析

Multivariate Statistical Analysis Method in the Stock Selection Strategy Application

我国的股市到目前为止虽然只有二十多年的历史,但是发展却是十分的迅速,从而使大多数股民无法跟上市场变化的脚步.对此,首先选取12家上市公司作为研究对象,对收集的数据进行统计处理;然后运用主成分分析方法对研究对象进行定量分析处理,构造分析模型,对股票选取作出初步判断;最后通过聚类分析方法对研究对象进行进一步分析处理得出结论,与初步判断进行整合,得出最优化的选取策略.

Stock market of our country so far,although only 20 years of history,but the development is very quickly,so that most people can't keep up with market changes. To this,select the 12 listed companies as the research object,first to statistics the data collected; Then use the principal component analysis method to quantitative analysis the research object,structure analysis model,preliminary judgment for stock selection;Finally through the clustering analysis method to research object for further analysis concluded that integrate and preliminary judgment,it is concluded that the optimization of selection strategy.