首页 | 本学科首页   官方微博 | 高级检索  
     检索      

基于模糊数分析的时机捕捉型的证券投资模型
引用本文:李建新,胡刚.基于模糊数分析的时机捕捉型的证券投资模型[J].模糊系统与数学,2006,20(4):141-150.
作者姓名:李建新  胡刚
作者单位:广东工业大学,应用数学学院,金融数学研究室,广东,广州,510000
基金项目:广东省科技计划资助项目(2004B10101040)
摘    要:以时机捕捉型的投资者的投资理念和操作经验为背景,本文模拟他们的证券分析和决策过程。我们视证券价格的波动为动态的模糊系统,利用模糊数的概念来定义股价波动的预测集。通过模糊数分析,我们详尽地讨论了证券价格的变化规律和显著投资时机等概念。我们获得了模糊集理论下的证券价格的期望值、投资收益率期望值、预期风险系数、风险率和损益比等数据。利用这些结果,我们得到了三个时机捕捉型的证券投资模型,为证券投资者的决策问题提供了一种新的方法。这些模型的建立依赖于投资者的知识和经验,它们的求解过程简单易行。

关 键 词:模糊集  模糊数  模糊变量的期望值  证券分析  证券投资模型  线性规划
文章编号:1001-7402(2006)04-0141-10
收稿时间:2005-09-22
修稿时间:2005-10-25

The Models of Opportunity-seeking Portfolio Investment Based on Analyses of Fuzzy Numbers
LI Jian-xin,HU Gang.The Models of Opportunity-seeking Portfolio Investment Based on Analyses of Fuzzy Numbers[J].Fuzzy Systems and Mathematics,2006,20(4):141-150.
Authors:LI Jian-xin  HU Gang
Institution:Guangdong University of Technology,Guangzhou 510000,China
Abstract:Using opportunity-seeking investors' investment thoughts and practical experiences as(background,) this paper simulates their processes of securities analysis and plan-making for portfolio(investment.) Regarding the fluctuation of securities price as a dynamical fuzzy system,we utilize the(concept) of fuzzy number to analyze the laws of fluctuation of securities price and define the concepts: fuzzy set of fluctuation of securities price,remarkable investment opportunities.We obtain some(useful) data under the theory of fuzzy set: expectation value of securities price,expectation of earning rate,coefficients of expected risks,risk rate and loss\\profit ratio.These efforts lead to the(constructions) of three mathematic models of opportunity-seeking portfolio investment.These models(supply) some new techniques to decision-making for portfolio investment.The constructions of these(models) depend on investors' knowledge and experiences,while the solutions of these models are easy.
Keywords:Fuzzy Set  Fuzzy Number  Expectation Value of Fuzzy Variable  Securities Analysis  (Portfolio) Investment Model  Linear Programming
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号