摘要
股票价格的变化主要依赖于两个方面,一个是股票内在价值,另一个就是系统风险对股票价值的影响.通过使用神经网络的方法来分析股票的系统风险,用熵值法来分析股票的内在价值,从而全面的分析股票的投资价值,结果表明这种评估方法是可靠并且具有较大的获利空间.
The change of stock price mainly depends on two aspects,for one thing,which is the intrinsic value of the stock and for another is the influence of system risk on the stock value.The paper adopted neural network to analyze the systematic risk of stock,and analyze the intrinsic value of stock by entropy method,so as to comprehensively analyze the investment value of stock.The result shows that this evaluation method is reliable and has large profitability.
作者
吴涛
李雄英
曾凯华
Tao Wu;Xiongying Li;Kaihua Zeng(College of Economics,Guangdong University of Finance and Economics Guangzhou,Guangdong 510320,China;Guangdong research and Development Center For Technological Economy,Guangzhou,Guangdong 522000,China)
出处
《经济数学》
2018年第2期78-82,共5页
Journal of Quantitative Economics
基金
广东省哲学社会科学"十三五"规划项目(GD16XYJ16)
广东省教育厅青年创新人才类项目(人文社科)(2016WQNCX046)
2017年广州市哲学社会科学"十三五"规划课题(2017GZQN11)
关键词
金融学
股票价值
神经网络
评估
finance
the value of stock
neural network
evaluation
