基于正交试验的股票投资收益影响因素分析

摘要生产实践中，经常需要考察多个因素在各种水平下对产品的影响。但当因素或水平数较大时，逐个的做全面实验是不现实的。此时需要科学的选择实验条件，以较少的有代表性的若干组样本获得相对全面的信息，使实验次数不多而结论较为可靠。正交试验设计就是应用最广的方法。 67666

本课题就是基于正交试验的方法对股票投资收益的影响因素进行分析，试图找到对股价运行影响显著的财务指标，并分析因素间的交互作用。期望基于分析结果找到理想的投资标的，为投资决策提供参考。

本文就正交试验的一般理论与实际应用发展做了介绍，并对股票，财务方面相关知识做了必要的说明。在此基础之上挑选了2012年股市的部分股票的数据作为依据运用正交试验设计，结合极差分析，方差分析的方法对影响股票投资收益的因素做了分析。

毕业论文关键词正交试验股票财务指标交互作用

毕业设计说明书（论文）外文摘要

Title Analysis of the factors influencing stock returns based on the orthogonal experiment

Abstract

In production practice,we often need to investigate the influence of multiple factors at various levels. But when the numble of the factors is large, it is not realistic to do comprehensive experiments. We hope to find out a method which need less experiments but the conclusion is reliable. Orthogonal test design is the most widely used method.

This topic based on the orthogonal experiment method is try to analyze the influence factors of stock returns. We hope to find out the most important financial indicators and to analyse the interaction between the factors. Based on the results of the analysis, we hope to find the ideal investment targets and to provide reference for investment decisions.

In this paper, We will talk about the theory,application and development of orthogonal test. Knowledge about stock necessary is also mentioned. At last, by using the selected data from the stock market of the year 2012 , combined with poor analysis, variance analysis method ,we use orthogonal experiment design to analyse the factors that affect stock returns.

Keywords Orthogonal Experiment ,Stock ,Financial ,Interaction

1 引言 1

2 正交试验设计 2

2．1 试验设计概述 2

2．1 .1 试验与试验设计 2

2．1 .2 试验设计的发展历史 2

2．2正交表 4

2．2 .1 正交表的定义与格式 4

2．2 .2 正交表的性质 5

2．3 正交试验的一般理论 5

2．3.1 正交试验设计的步骤 5

2．3.2 正交试验设计的极差分析与方差分析 7

3 正交试验的实际运用 10

3．1 概述 10

3．2 股票投资收益影响因素分析 10

3．2 .1相关股票财务分析指标 10

3．2 .2 正交试验设计 13

结论 19

致谢 20

参考文献 21

附录1 C++程序代码基于正交试验的股票投资收益影响因素分析:http://www.751com.cn/shuxue/lunwen_75930.html