基于模糊层次分析法的股票选择问题研究

摘要随着我国经济的高速增长,股票市场愈加繁荣。股票带来的高收益率吸引着越来越多的投资者，这些投资者盲目的加入到股票投资当中，自身很容易受到股市氛围的影响，进而失去理性，造成股市乱象严重的同时,使自身承担着更大的投资风险，其中部分投资者往往因选择失误而血本无归。然而，股票投资不仅仅需要理性，而且讲究方法。就已有研究而言，虽然存在着许多合理性的选择方法，但均没有获得普遍认可。本文选择模糊层次分析法作为股票投资决策的研究方法，运用股票基本分析法将影响股价的因素分为三个层面：公司层面、行业层面以及宏观层面。基于 delphi 专家测定法为各层面、因素赋予三角模糊数。通过获得的三角模糊数判断矩阵进行各层面、因素之间两两比较，求出各层面、因素的排序向量,其中构建股票选择的递阶层次模型是必不可少的。在完成了理论分析之后，本文提供了一个选股分析案例，其中公司层面的评分分析通过 SPSS 软件获得，其它层面下的各因素得分通过 delphi 专家测定法获得，最终进行加权后获得每只股票的综合得分。 60382
毕业论文关键词：模糊层次分析法股票投资三角模糊数判断矩阵
Title ： A fuzzy AHP method for stock portfolio selection
Abstract With China's rapid economic growth, the stock market even more prosperity. The high yield stocks attracting more and more investors, these investors blindly into stock investment among the atmosphere itself is vulnerable to the impact of the stock market, and thus irrational, causing serious at the same time the stock market chaos, so that themselves assumed a greater investment risk, because investors tend to select some mistakes down the drain. However, the stock investment is not just a rational and methodical. On existing research, although there are many rational choice approach, but did not receive widespread recognition. This selection fuzzy AHP stock investment decisions as research methods, the use of fundamental analysis will affect the stock price factors are pided into three levels: the company level, industry level and the macro level. Expert Determination is based on delphi all levels, factor endow triangular fuzzy numbers. By obtaining the triangular fuzzy number judgment matrix at all levels, pairwise comparisons between the factors, find all levels, sort of vector elements which build hierarchical stock selection model is essential. After the completion of the theoretical analysis, this article provides an analysis of case picking, which the company level score analysis through SPSS software to get the other aspects of the various factors score obtained through delphi expert determination, and ultimately obtained after weighting of each stock composite score.
Keywords: fuzzy AHP stock investment triangular fuzzy number judgment matrix

第1章绪论..1

1.1研究背景..1

1.2研究现状..2

1.3研究框架..4

1.3.1研究思路4

1.3.2研究内容5

第2章理论基础6

2.1模糊层次分析法(FAHP)概述.6

2.1.1模糊层次分析法的基本原理.6

2.2模糊层次分析法的理论基础.7

2.2.1模糊数的相关定义..7

2.2.2模糊互补判断矩阵的排序方法8

2.2.3模糊互补判断矩阵的一致性检验11

2.3Delphi法的基本原理.11

第3章股票选择的模糊层次分析模型.13

3.1因素分析以及建立股票选择的数学模型13

3.1.1影响股市的因素分析..13

3.1.2公司层面的因素分析..13

3.1.3行业层面的因素分析..15

3.1.4宏观层面的因素分析..15

3.1.5构建股票选择的递阶层次模型.16 基于模糊层次分析法的股票选择问题研究:http://www.751com.cn/jingji/lunwen_65850.html