【作者】 李德勇；

【导师】 翟东升；

【作者基本信息】 北京工业大学 ， 管理科学与工程， 2002， 硕士

【摘要】 随着投资者对投资分析的重视和计算机技术的发展，决策支持系统在证券业中得到了一定的应用。传统的决策支持系统与基于数据仓库的决策支持系统相比，它具有人机接口开发效果不理想和人与模型的交互较少的缺点。随着数据仓库技术的发展，以数据仓库(Data Warehouse)和联机分析处理(OLAP)及数据挖掘(Data Mining)三者相结合建立的辅助决策支持系统是决策支持系统的新形式，它为DDS的发展开辟了一条新的途径。数据仓库是在企业管理和决策中面向主题的、集成的、与时间相关的、稳定的数据集合，用以支持管理人员的决策。OLAP是一种能够以精确视图的形式提供企业原始数据的快速、稳定的交互式工具，分析人员可以通过它对数据进行快捷的分析，避免了编写复杂的查询语句。 多年来，证券业作为计算机应用密集的行业，已经建立了相对完善的联机事务处理系统(OLTP)，并且每个证券公司在多年的经营过程中积累了大量的数据。利用这些数据，深层次地挖掘数据资源并进行分析，使公司的决策者能及时掌握公司的运行情况，并根据这些分析结果制定长远规划，从而提高公司的管理水平和竞争优势，已成为了证券业的发展方向。数据仓库有助于证券公司加强企业内部管理与监控，使咨询服务更加专业化，同时还可以协助企业制定决策。本文提出了一个基于数据仓库技术的股票分析辅助决策支持系统的模型，在Microsoft SQL Server的基础上建立了一个数据仓库系统并编写了一个客户端查询程序。基于数据仓库技术的股票分析辅助决策支持系统具有数据完整、准确，分析灵活，访问多样，维护简单等特点。在实现数据仓库中要注意几个问题，主要包括数据源的稳定性问题，数据的可用性问题，数据仓库系统的可用性问题等等。本文在数据仓库中建立了三个立方体，分别为交易表分析立方体、资产负债表分析立方体、利润与利润分配表分析立方体。本文中采用了具有查询简单特点的星型模式；在数据抽取和导入方面，本文主要通过作者编写的DTS程序transform在数据源表中生成新的指标字段，同时利用微软提供的DTS工具将数据源表导入MS SQLServer中。更多还原

【Abstract】 With the investors’ attaching more importance to the analysis of investment and developing of modern technology of computer, DSS has been used in securities business to some extent. Traditional DSS has its deficiencies compared with the DSS based on DW. It is very difficult to develop a perfect human-machine interface and make more interactive between man and model for traditional DSS. The DSS based on DW, OLAP and DM is a new form for DSS. A DW is a subject-oriented, integrated, time variant, nonvolatile collection of data in support of management’s decision-making process. OLAP is a kind of interactive tool that can provide precise views of enterprise original data rapidly. Through it analysts can analyze the data quickly without programming.Securities business has relative sound OLAP systems and each security company has accumulated a large number of data. Utilizing these data to provide factual reflection of the security company and strengthen competitive advantages has become the tendency of Securities business. DW can strengthen internal management and surveillance, specialize the consulting service and aid manager to make decision. This thesis puts forward a model of aided DSS for analyzing stock, builds a DW and a query program. Aided DSS based on DW has advantages of integrated and precise data, flexible analysis, varied accessing and si .iple maintenance. There are several issues that we should pay attention to when we build DW. They are stability of data source, usability of data and DW system. This thesis builds cube of the dealing sheet, cube of the balance sheet and cube of the profit and profit appropriation statement. The thesis adopts star schema which can simplify query .The thesis mainly uses the program named transform and tool of DTS provided by Microsoft to create new fields in tables of source data and transform these tables to MS SQL Server.更多还原