经济数学2016，Vol.33Issue(1)：68-71,4.
基于 GA-RS-LR 算法的公司财务与个股投资探究
Research on Corporate Finance and Stock Investment Based on GA-RS-LR Algorithm
摘要
Abstract
To research the inner connection between the financial index system and the stock investment in 2014,data mining techniques of RS-Logit regression embedding genetic algorithm was applied.Through Rough Sets,the financial index system can be reduced by eliminating redundant variables.Local optima was successfully avoided by embedding Genetic Algo-rithm in RS reduction’s process.Furthermore,stepwise regression was applied to eliminate multi-collinearity of inputs,and Logit regression was established between the financial index system and the stock investment.The result shows that most inde-xes have positive effect on stock investment,except the ratio of debt and market price,with about 5.81 9% negative effect. 70% samples have a perfect forecast with data in 201 5,which has enhanced the effect of this model.关键词
遗传算法-粗糙集/逻辑回归/股票收益/公司财务Key words
GA-RS/Logit Regression/Stock Returns/Corporate Finance分类
管理科学引用本文复制引用
瞿尚薇,王斌会..基于 GA-RS-LR 算法的公司财务与个股投资探究[J].经济数学,2016,33(1):68-71,4.基金项目
广东省知识产权局软科学研究计划项目(GDIP2014-k1) （GDIP2014-k1）
