延边大学学报(自然科学版)
延邊大學學報(自然科學版)
연변대학학보(자연과학판)
JOURNAL OF YANBIAN UNIVERSITY(NATURAL SCIENCE EDITION)
2014年
1期
54-57
,共4页
收盘价%灰色模型%白化响应%最小二乘法
收盤價%灰色模型%白化響應%最小二乘法
수반개%회색모형%백화향응%최소이승법
closing price%grey model%white response%least square method
鉴于股票预期收益是灰色的投资组合问题,分别以股票的收盘价和最高价为主行为和影响因子数据,对GM (1,2)模型进行了改进,并利用此模型给出了求待辨识参数的新方法。通过数值计算实例得到了可接受的预测数据,进而验证了该模型的可行性。
鑒于股票預期收益是灰色的投資組閤問題,分彆以股票的收盤價和最高價為主行為和影響因子數據,對GM (1,2)模型進行瞭改進,併利用此模型給齣瞭求待辨識參數的新方法。通過數值計算實例得到瞭可接受的預測數據,進而驗證瞭該模型的可行性。
감우고표예기수익시회색적투자조합문제,분별이고표적수반개화최고개위주행위화영향인자수거,대GM (1,2)모형진행료개진,병이용차모형급출료구대변식삼수적신방법。통과수치계산실례득도료가접수적예측수거,진이험증료해모형적가행성。
In view of that expected stock returns is the problem of gray in vestment portfolio ,with the closing price of stock as the main behavior and the highest price of stock as impact factor data ,we improved the GM (1 ,2) model ,and the new method for Strives for the parameters to be identified is given based on the new GM (1 ,2) model .And the practicality and validity of the model has been verified by an example .