关于上海股票市场的投资问题分析.docVIP

关于上海股票市场的投资问题分析 摘要 本文通过搜集来的不完全的数据进行分析，提出一种对股票在一段时间内的投资和风险预测的方法，最后求解得出一个模糊的股票价格预测。针对上海股市的若干问题，通过建立最优化模型、马尔可夫灰色预测模型以及综合评价模型，对其做了定性与定量的分析。首先，通过对云南白药、贵州茅台、中国联通和浦发银行四个股票的数据进行收集和统计分析，并建立线性规划系统模型，求出最优分配方案、投资最大利润、资金的增长倍数。其次，利用网上公布的数据，根据收盘价格绘制出股价的实际走势曲线，根据上证指数和平均市盈率，通过MATLAB实现数据的可视化；再运用曲线拟合法，拟合出股价的大致走势曲线，根据拟合曲线结合实际曲线运用葛兰威尔法则，分阶段分析上海股市在这段时间里的发展情况。再次，通过分析建立了灰色马尔可夫链预测模型，将股市预测过程分为三步：1.灰色系统建立GM（1,1）模型；2.划分状态，并建立状态转移概率矩阵；3.对模型进行求解和验证。然后，运用单位根、层次分析法等方法，确定出市盈率为判断股市有无泡沫的主要因素，然后借助Excel软件计算出市盈率，并与公布的数据作比较，得出的结论。最后，分别从基本面和技术面对贵州茅台股票进行投资分析。 关键词：股票；灰色马尔科夫链预测模型；线性规划系统模型；泡沫现象；曲线拟合；技术面分析；层次分析 SHANGHAI STOCK MARCKT ON INVESTMENT ANALYSIS ABSTRACT In this paper, by incomplete data collection to analysis, proposed a stock investment and risk over time prediction method, and finally come to solve a fuzzy stock price prediction. Issues for the Shanghai stock market, through the establishment of an optimization model, Markov forecasting model and gray comprehensive evaluation model, made its qualitative and quantitative analysis.First, the data on the Yunnan Baiyao, Maotai, China Unicom and Shanghai Pudong Development Bank shares were four collection and statistical analysis, and linear programming system model, find the optimal allocation scheme, the largest investment profit growth multiple funds. Secondly, the use of data published online, draw actual trend curve stock according closing price, according to the Shanghai Composite Index and the average price-earnings ratio, through MATLAB implementation of data visualization; then use curve fitting, fitting the approximate trend curve stock, according to the proposed combined with the actual curve curve using Glenn Weir law phased in Shanghai stock market in this period of development.Again, by analyzing the gray Markov chain model, the stock market forecasting process is divided into three steps: the establishment of a gray system GM (1,1) model; 2 divided state, and the establishment of the state transition probability matrix; 3. to solve the m