一种相依关系与预测股价走势的方法

A method of Correlation and Prediction of Stock Price Trend

研究上市公司财务流水与其股票价格的相依关系,并预测股价的走势.给定一个板块,针对股价的季涨幅率与相关公司净利润的季涨幅率,首先定义其中每对股票的季相关性指标,其次定义板块的季相关性指标,最后定义板块关于有限个连续季度的相关性密度.基于所作定义给出一种预测股价走势与购买该板块股票的方法,并通过实验展示方法的效率.所做工作将促进我国股市研究的发展,促进我国金融量化技术的发展.

This paper studies the dependency relation between financial flow and stock price of listed companies,and forecasts the trend of stock price.Given a sector,for the quarterly growth rate of the stock price and the quarterly growth rate of the net profit of the related companies,we first define the quarterly correlation index of each pair of stocks,then define the quarterly correlation index of the sector,and finally define the correlation density of the sector for limited consecutive quarter.Based on the definition,this paper gives a method to predict the trend of stock price and purchase the stocks of this sector,and shows the efficiency of the method through experiments and discusses the related issues.Our work will promote the development of stock market research and quantitative technology in China.