关键词 】 盈余管理 ; 随机游走检验 ; 第 Ⅰ、Ⅱ类错误检验 ; 业绩因素 [gap=24411]Key words: earnings management; random walk test; error type Ⅰ and Ⅱ test; performance factor
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We use variance-ratio methodology to test the hypothesis that stock return follows a random walk. But the results of variance-ratio tests reject the random walk hypothesis in China.
使用方差比方法检验中国股票市场上股票收益服从随机游走的假设，检验结果拒绝了该假设。
Through the test we found that the forecast accuracy of neural network forecasting model is higher than that of random walk model, and there is an obvious difference between two models.
通过检验发现神经网络预测模型在预测精度上要高于随机游动模型，而且两个模型的预测结果存在明显的差异。
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