| 非参数假设检验在证券投资分析中的应用 |
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| 引用本文： | 王金玉,李霞,潘德惠.非参数假设检验在证券投资分析中的应用[J].数学的实践与认识,2005,35(12):57-61. |
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| 作者姓名： | 王金玉 李霞 潘德惠 |
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| 作者单位： | 1. 沈阳航空工业学院管理系,辽宁,沈阳,110034
2. 东北大学工商管理学院,辽宁,沈阳,110006 |
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| 基金项目： | 沈阳航空工业学院博士基金05YB09资助 |
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| 摘 要： | 通过引入一种新的估计方法——非参数假设检验方法,以达到对证券投资咨询机构对证券市场大盘走势预测准确度的估计.通过对估计结果的分析得出结论,有99%的把握认为,中国证券市场投资咨询机构所提供的对大盘涨跌的预测,每次有一半家数正确的概率没有达到45%,因而投资者应慎重对待投资咨询机构的大盘预测.
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| 关 键 词： | 证券投资 非参数统计 假设检验 U统计量 投资咨询机构 对称核 预测效果 |
| 修稿时间： | 2005年1月15日 |
Application of Non-parameter Hypothesis Test to Investment in Securities |
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| WANG Jin-yu,YU Xue-fei,PAN De-hui.Application of Non-parameter Hypothesis Test to Investment in Securities[J].Mathematics in Practice and Theory,2005,35(12):57-61. |
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| Authors: | WANG Jin-yu YU Xue-fei PAN De-hui |
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| Institution: | WANG Jin yu~1,YU Xue fei~2,PAN De hui~2 |
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| Abstract: | A new method on the non parameter hypothesis test is introduced in the estimating the exactness of forecasting the tendency of securities market price,which is often done and announced by some consultation companies for investment in securities.A verified estimation result shows that it is of 99% sureness that the probability of exactness of the tendency forecasts announced each time by such companies in China more than a half accuracy is not higher than 45%.Chinese investors shall therefore deliberate on each and the entire forecast announcement of the tendency of securities market price. |
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| Keywords: | securities investment non-parameter statistics hypothesis test U-statistics investing consultation institute symmetry kernel forecasting effectiveness |
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