模糊聚类与灰色聚类在我国证券投资中的应用

发布时间：2018-05-30 21:54

本文选题：模糊聚类 + 灰色聚类　；参考：《湖南工业大学》2012年硕士论文

【摘要】：我国证券市场经过20多年的发展，不仅对市场经济建设起到重要的作用，而且对人们生活的影响也更加明显。由于证券市场数据的庞大和信息的模糊性，依据基本分析和技术分析制定投资决策带有很强的主观性，影响投资判断效果。模糊理论和灰色系统理论都是处理这种不精确、不确定信息的有效工具，因此，本文选取这两种理论对研究股票市场中的模糊不确定性信息具有重要的实践意义。本文首先在借鉴国内外已有研究成果的基础上，重点介绍了相关理论知识。第三章首先融合夹角余弦法和欧氏距离法构建“夹角余弦欧氏距离法”作为模糊聚类的相似度函数，并构建相关模型，，然后选取证券期货行业12家上市公司进行模糊聚类实证分析。最后采用F统计量确定最佳分类，适用于不同投资风格的投资者，使其根据自己投资特点科学选票，以提高投资效率。灰色系统理论与模糊理论在描述和处理不确定性或者模糊性信息方面表现出一定的相似性。第四章首先在借鉴相关文献资料的基础上研究模糊聚类和灰色聚类的可结合性，并在两种理论的基础上提出区间灰数的灰色动态聚类模型。该方法融合模糊聚类方法的思想，将指标数由清晰值拓展到区间灰数，避免主观赋值指标权重，增加算法的客观性，简化计算程序。本章采用区间灰数对12家证券上市公司进行灰色聚类分析，使其更符合客观现实，并提高了分类的精确度，为投资者科学选股获取满意的投资收益提供一定的指导和借鉴。
[Abstract]:After more than 20 years' development, China's securities market not only plays an important role in the construction of market economy, but also has a more obvious impact on people's life. Because of the huge data of securities market and the ambiguity of information, it is very subjective to make investment decision based on basic analysis and technical analysis, which affects the effect of investment judgment. Both fuzzy theory and grey system theory are effective tools to deal with this kind of imprecise and uncertain information. Therefore, the selection of these two theories is of great practical significance to the study of fuzzy uncertain information in stock market. First of all, based on the existing research results at home and abroad, this paper focuses on the relevant theoretical knowledge. In chapter 3, the method of angle cosine and Euclidean distance is used to construct the similarity function of fuzzy clustering, and the correlation model is constructed. Then 12 listed companies in the securities and futures industry are selected to carry out fuzzy clustering empirical analysis. Finally, F statistic is used to determine the best classification, which can be applied to investors with different investment styles, and make them vote scientifically according to their own investment characteristics in order to improve the investment efficiency. Grey system theory and fuzzy theory show certain similarity in describing and dealing with uncertain or fuzzy information. In the fourth chapter, the combination of fuzzy clustering and grey clustering is studied on the basis of relevant literature, and the grey dynamic clustering model of interval grey number is put forward on the basis of the two theories. This method integrates the idea of fuzzy clustering method, extends the index number from clear value to interval grey number, avoids subjective assignment of index weight, increases the objectivity of the algorithm and simplifies the calculation program. In this chapter, the grey clustering analysis of 12 listed securities companies is carried out by using interval grey number, which makes it more in line with the objective reality, and improves the accuracy of classification, and provides certain guidance and reference for investors to select stocks scientifically to obtain satisfactory investment returns.
【学位授予单位】：湖南工业大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.51;F224

【参考文献】