上證綜合指數(shù)的預測方法及其實證研究.pdf

1、分類號F8密級UDC學位論文上證綜合指數(shù)的預測方法及其實證研究上證綜合指數(shù)的預測方法及其實證研究（題名和副題名）康波（作者姓名）指導教師姓名唐小我唐小我教授教授電子科技大學成都（職務、職稱、學位、單位名稱及地址）申請學位級別碩士碩士專業(yè)名稱數(shù)量經(jīng)濟學數(shù)量經(jīng)濟學論文提交日期2005.52005.5論文答辯日期2005.62005.6學位授予單位和日期電子科技大學電子科技大學答辯委員會主席評閱人2005年6月日注1注明《國際十進分類法UDC

2、》的類號電子科技大學管理學院碩士學位論文IIAbstractNowadaysChinesestockmarketisbeingintheprocessofbecomingmecanonical.Atthesametimeitssizeisgettinglargerlarger.ThenumberoftheinstitutioninvestsintheChinesestockmarketwhooftenuseptfoliomethodis

3、alsoincreasingquickly.therealsoemergedsomefinancialgoodsrelatingtothestockindex.Soitbecomesmeimptantthanevertodoindicatewkaboutthestockindex.Fthereasontheresearchwkofthisarticleisuseful.Furthermeeitherthebasicanalysismet

4、hodthenumericalanalysismethodhasitsadvantagesdisadvantages.Wecangetamepowerfulmethodbycombiningthem.TaketheShanghaiStockExchangeComprehensiveindexasexampleindexweusebothbasicanalysisnumericalanalysistofecastthestockindex

5、.Theresultofourwkshowsitisuseful.Inthisarticleweusedsomenewanalyticalmethodstodoourwk.FirstlyweusedthethogonalPolynomialDistributedLagModeltoanalyzetheshtlongrelationshipbetweenthemacroeconomicfactstheindex.Secondlyweuse

6、dtheneuralwktoanalysisthenonlinearrelationshipbetweenthem.Thirdlywejudgedthequalityofthefecastingmethodbybothabsolutequalityrelativequality.Fourthlyweusedthenonparametricmodelbasedontheestimatingmethodofthogonalseries.La