| 基于随机森林的基金评级模型选择 |
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| 引用本文： | 王志红,王华珍.基于随机森林的基金评级模型选择[J].财务与金融,2009(1):65-70. |
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| 作者姓名： | 王志红 王华珍 |
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| 作者单位： | 1. 华侨大学财务处
2. 厦门大学信息科学与技术学院自动化系 |
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| 摘 要： | 首先汇集基金常用评价指标，建立一个统一的基金评级指标体系；其次利用随机森林建立基金评级模型；最后通过实验验证了该方法的有效性和优越性．本研究将为投资者提供一个投资决策的优良工具．
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| 关 键 词： | 基金评级 绩效指标 随机森林 预测 |
Fund Evaluation Model Selection based on Random Forest |
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| Wang Zhi-hong,Wang Hua-zhen.Fund Evaluation Model Selection based on Random Forest[J].Accounting and Finance,2009(1):65-70. |
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| Authors: | Wang Zhi-hong Wang Hua-zhen |
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| Institution: | Wang Zhi-hong. Wang Hua-zhen (1. Department of Finance, Huaqiao University, Xiamen 361005,China; 2. School of information science and technology, Xiamen University, Xiamen 361005,China) |
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| Abstract: | Firstly we construct a system of fund evaluation index by means of gathering together commonly used fund evaluation indexes. Secondly we construct evaluation model based on random forest. In the end, numerical results show that the model used is effective and advantageous. So this research provides excellent decision-making tool for investors. |
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| Keywords: | Fund Evaluation Evaluation Index Random Forest Prediction |
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