In the final chapter, we mine stock trading data using time series method, find out the model and outliers in the data and, at last, we show the more exact forecasting model and outlier mining method.
第五章利用时间序列的方法对证券交易数据进行了挖掘，找出了数据中的模式和异常，相对传统方法而言，给出了更精确的预测模型和异常挖掘方法。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
The dividend discount model is the essential method used to estimate the stock intrinsic value. No-arbitrage equilibrium theory is the foundation of present financial theory.
股息贴现模型是估计股票内在价值的基本方法，无套利均衡是现代金融理论的基础。
This paper USES the general equilibrium theory and model, disclose the formation mechanism of the stock price and realize its calculation concretely by the way of vector sign method.
本文采用一般均衡理论及其模型，揭示证券市场股票价格的形成机理，利用向量标号法计算股票的均衡价格，具体实现其计算。
The example of stock prediction testifies that this method can effectively improve the prediction accuracy and avoid the intrinsic defects of artificial neural network model.
通过对股票的预测，说明该方法能有效地提高预测精度，避免了人工神经网络模型的固有缺陷。
A mechanical model and its calculation method are advanced for calculating the variation regularity of load on the rails of the close contact section between switch point and stock rail.
提出了求解道岔转辙器部分尖轨与基本轨密贴区域内轮载在两钢轨上分布规律的力学模型与计算方法。
The thesis did a experiment on the ShangHai stock Index (close index) , proved that the model and research method is effective.
本论文对上证收盘指数进行了实例预测研究，证明本文所建立的模型和研究方法是实用而有效的。
Applying the method of kernel regression, this paper puts forward a type of nonlinear model of stock volumes with prices.
利用核回归方法，建立股票成交量与价格的非线性分析模型。作为模型的应用，提出强弱弹性指数概念。
The results show the method of calculation VaR of GARCH model is effective in risk management of China's stock market.
实证研究表明，GARCH模型的V aR计算方法对我国股市风险的管理有较好的效果。
Based on the 5 years' practical data of domestic stock companies, a method of setting up st forecast model is proposed and a satisfied prediction result is obtained.
结合国内上市公司5年的财务数据，给出了上市公司ST(特别处理)预测的神经网络建模方法，并得到了令人满意的预测效果。
Finally, through empirical analysis method, we study our country's bond and stock market, and then constitute the two assets risk dispersion model according to Markowitz theory.
最后，通过实证分析的方法，研究了我国的国债市场和股票市场，并根据马克威茨模型构造了国债和股票两资产风险分散模型。
By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
As the traditional stock pricing method, dividend discount model is defective in that it cannot precisely determine the expected rate of return of investors and future payment of cash dividend.
传统的股利折现模型在对股票定价的过程中，不能精确地确定投资者的预期收益率和未来支付的现金股利，因此存在着一定的缺陷与不足。
As the traditional stock pricing method, dividend discount model is defective in that it cannot precisely determine the expected rate of return of investors and future payment of cash dividend.
传统的股利折现模型在对股票定价的过程中，不能精确地确定投资者的预期收益率和未来支付的现金股利，因此存在着一定的缺陷与不足。
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