| 主成份分析在证券市场个股评析中的应用 |
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| 引用本文： | 江冬明.主成份分析在证券市场个股评析中的应用[J].数理统计与管理,2001,20(3):28-31,59. |
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| 作者姓名： | 江冬明 |
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| 作者单位： | 北京工业大学应用数学系, |
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| 摘 要： | 本文利用主成份分析方法 ,对证券市场上 31种股票进行综合评价 ,通过使用统计软件SAS进行计算和分析 ,提出用第一主成份作为个股业绩的度量 ,得到了这些股票 1997年上半年财务状况的排列次序
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| 关 键 词： | 主成份分析 第一主成份 综合评价 财务指标 |
| 文章编号： | 1002-1566(2001)03-0028-06 |
The Application of Principal Component Analysis to Stock Market |
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| JIANG Dong,ming.The Application of Principal Component Analysis to Stock Market[J].Application of Statistics and Management,2001,20(3):28-31,59. |
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| Authors: | JIANG Dong ming |
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| Abstract: | In this paper,the principal component analysis has been applied in the study of stock market.It point out that principal component analysis is an effective and practical way in comprehensive evaluation of various shares.Through calculation and analysis which have been implemented in such package as SAS,I obtain the the measure of the shares' outstanding achievement,offer the order of these shares. |
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| Keywords: | principal component analysis the first principal component comprehensive evaluation financial index |
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