江西科学2012，Vol.30Issue(3)：271-276,6.
模糊变系数回归模型在基金评价中的应用
Application of Fuzzy Variable Coefficient Regression Model in Fund Evaluation
摘要
Abstract
Based on the existing CAPM model, fuzzy variable coefficient regression was used, which consider Gaussian fuzzy numbers to expand the application range of the fuzzy regression analysis. And fit model by local nuclear power least squares. On the basis of the real life gives more suitable evaluation index GOF, and establish a fuzzy valuation model which is applicable for fund market. Compared with classic regression model, using the fuzzy variable coefficient regression to estimate the parameters have better application value. The results indicate that the fuzzy variable coefficient re- gression method has good suitability.关键词
回归分析/高斯模糊数/模糊变系数模型/CAPM模型/基金评价Key words
Regression analysis/Gaussian fuzzy number/Fuzzy variable coefficient model/CAPM model/Fund evaluation分类
数理科学引用本文复制引用
文雯,杨志辉..模糊变系数回归模型在基金评价中的应用[J].江西科学,2012,30(3):271-276,6.基金项目
江西省自然科学基金 （）
