摘要
本文以2000年沪市A股的股票作为研究对象,利用聚类分析将其分类并抽取部分作为样本,应用纲目数据统计分析方法,对下周收益率的影响因素作了Logistic回归,得出了股票的收益率具有短期反转的特点。
In this paper the factors affecting yield of A-type shares of shanghai stock Exchange are studied by logistic regression model. Using clustering analysis we sort the shares of Shanghai stock into some types, then the yield trend of next week can be forecast in probability. It is also concluded that the yield of the share is characteristic of reversal in short circle.
出处
《运筹与管理》
CSCD
2004年第2期104-107,共4页
Operations Research and Management Science
基金
国家自然科学基金资助项目(10071082)
教育部博士点基金和科学院创新基金资助
