创业板股市问题分析数学模型论文.docVIP

深圳创业板股市问题分析 ——基于动态规划模型、 维纳模型的预测 中南财经政法大学工商管理学院Bachelor队 队员：郑东杰 朱博超 李向顺 联系方式：186-6631-7163 134-7706-2938 摘 要 随着中国经济证券化以及全球金融市场的进一步发展，创业板市场——作为中小企业的主要融资渠道，推动着中国的高新产业不断发展。针对本次所给创业板股市问题分析的问题一，即最大化收益问题，本队选择用最优投资策略模型选取最优策略，即根据入市后每一天的满仓、空仓状态进行判断，继而分别在满仓情况下做出持有、卖出或更换的决策，在空仓情况下做出买进或观望的决策，从而使得利益最大化；针对问题二，本队选择用TOPSIS评价法对创业板股市的市盈率及股指进行综合评价；针对问题三，本队则选取维纳过程作为预测模型，根据以往数据确定维纳过程的外生变量，从而作出预测；针对问题四，本队通过查找相关资料分析各变量对创业板泡沫的影响，建立起泡沫系数模型，并对比沪深A股的泡沫情况，得出投资结论。最后，本文对文中选用模型进行了评价和推广，希望以此帮助投资者合理规避风险，提高收益。 关键词：创业板股市 最优投资策略模型 TOPSIS评价法 维纳过程 泡沫系数模型 Abstract Along with the viaalivpph of the Chinas economics securitization and the global financial market, GEM which is regarded as the main financing channel of Minor Enterprises is pushing the evolution of High-tech industry. Focus on the given question 1 to maximum the profits of this GEM problem analysis, our team choose the optimal investment strategy model to pick up the best strategy. The strategy requires the investor to judge the status that whether we are in short position.Then make a policy to sell, hold or change the stock when we are in all position or decide to long or wait and see in another. For the question 2 our team use the TOPSIS evaluation method to assess the average P/E rate and stock index of GEM. For 3,our team select the Wiener Process as the prediction model and according to the previous data to solve the exogenous variable of Wiener Process then make a forecast.Finally come to 4,via searching relevant material, our team analyse the effect of different variables in order to set up foam coefficient model.Comparing to the bubble case of the Shanghai and Shenzhen A-share, our team use the foam coefficient model to assistant the investors.Ultimately, our team evaluate and generalize the model in this article aim at help investors reasonable avoid risk and promote their earnings. Key word: GEM optimal investment strategy model TOPSIS evaluation method Wiener Process foam coefficient model 目 录 一、 问题提出 4 二、 问题分析 4 三、 数据准备