| 证券投资风险预测的E-Bayes估计 |
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| 引用本文： | 王珊珊,刘龙.证券投资风险预测的E-Bayes估计[J].技术经济与管理研究,2007,155(6):12-14. |
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| 作者姓名： | 王珊珊 刘龙 |
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| 作者单位： | 重庆大学,数理学院,重庆,400044 |
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| 摘 要： | 本文给出了E-Bayes方法，以上海证券个股五粮液52个连续交易日的收盘价格为例，建立数学模型进行分析和预测，预测结果与市场实际值相当吻合。与灰色系统理论中的GM（1，1）预测模型相比，本文提出的方法预测的精度更高，计算量小。不仅适用于经济系统的分析与预测，也适用于其它系统的分析与预测。
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| 关 键 词： | 预测模型 E-Bayes估计 状态概率 股票投资 |
| 文章编号： | 1004-292X(2007)06-0012-03 |
| 修稿时间： | 2007年8月22日 |
E-Bayes Estimate in the Risk Forecast of the Stock Investment |
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| WANG Shan-shan,LIU Long.E-Bayes Estimate in the Risk Forecast of the Stock Investment[J].Technoeconomics & Management Research,2007,155(6):12-14. |
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| Authors: | WANG Shan-shan LIU Long |
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| Abstract: | In this paper,E-Bayes method is used to analyze and forecast the stock of Wu Liang-ye closed price of each day,which based on fifty-two continuous trade-day prices and the forecas-ting model.The forecasted value and the market value were identical.Compared to the GM(l,1)forecasting model of Grey System,the precision of the forecasting model of this paper put forward is better,the method is found suitable for analysis and forecast of the economic system. |
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| Keywords: | forecasting model expected Bayesian estimate state probability stock investment |
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