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回归分析在新股股价预测建模中的应用
Application of Regression Analysis to the Constructionof New S tock’s Price Model
【摘要】 针对我国A股股市的特点 ,运用统计学和财务分析等方法 ,系统分析了影响新股上市股价的相关因素 .对抽取的股票样本数据进行了线性回归分析 ,得出了各因素所占权重 ,建立了一个预测新股上市第一天开盘价的数学模型 ,并以此模型为基础在计算机上开发了新股定价预测系统 .实践表明 ,该系统对于新股的投资决策具有积极的指导意义 .
【Abstract】 In this paper, according to the peculiarity of A t ype stock market in China, by suing statistics and financial analytical methods, the fact o rs influencing the new stock’s price are anslysed. Through the linear regression analysis of the stocks’ relative data, the power value of each facter is obtain ed, and a mathematical model to forecast the opening price in the first day of n ew stock is established. Based on the model, a computer system is developed. The practice indicates this system is useful to make decision of the investment wit h new stock’s.
- 【文献出处】 华南理工大学学报(自然科学版) ,Journal of South China University of Technology(Natural Science) , 编辑部邮箱 ,2003年03期
- 【分类号】F224.7
- 【被引频次】34
- 【下载频次】973