| 利用模糊数学建立的股票投资策略 |
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| 引用本文： | 李曦,郑华盛. 利用模糊数学建立的股票投资策略[J]. 南昌航空工业学院学报, 2003, 17(4): 90-93 |
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| 作者姓名： | 李曦 郑华盛 |
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| 作者单位： | 南昌航空工业学院信息与计算科学系(李曦)，南昌航空工业学院信息与计算科学系(郑华盛) |
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| 摘 要： | 利用模糊数学方法 ,结合股票投资的三个主要环节 :股票投资对象的选择 ,股票的投资组合 ,仓位的控制 ,分别给出了模糊数学处理模型 ,从而在理论上形成了一套较完整的股票投资策略 ,并且这套策略可利用MAT LAB进行实现 ,从而使本系统具有易操作 ,易掌握 ,实用性强的特点。
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| 关 键 词： | 利润率 风险率 投资组合 模糊数学 |
| 文章编号： | 1001-4926(2003)04-0090-04 |
| 修稿时间： | 2003-09-20 |
The investment strategy of fuzzy mathematics in the stock market |
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| LI Xi,ZHENG Hua-sheng. The investment strategy of fuzzy mathematics in the stock market[J]. Journal of Nanchang Institute of Aeronautical Technology(Natural Science Edition), 2003, 17(4): 90-93 |
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| Authors: | LI Xi ZHENG Hua-sheng |
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| Abstract: | Using the principle of fuzzy mathematics, the paper designed the investment strategy in the stock market. The strategy includes three main processes: selection of investment object, portfolio, warehouse control of stock, which are given the process model of fuzzy mathematics respectively, thus forming a complete set of investment strategy. The strategy is realized by MATLAB which has some characteristics of simplicity, easy manipulation and strong practicality. |
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| Keywords: | Profit rate Risk rate Investment combination Fuzzy mathematics |
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