房地产非线性双重时序评估模型的实证分析-技术经济及管理专业论文.docxVIP

摘要 张所地（1998 年）提出了预测和参数估计性能均优良的房地产回报的双重 随机过程评估模型，但是尚未对其进行实证研究。本文在张所地负责的山西省 自然科学基金项目《不动产市场价与回报的非线性双重随机预测系统研究》的 资助下，进行了房地产非线性双重时序评估模型在沪、深房地产股市的实际应 用研究。主要工作如下： 1．房地产回报的双重时序评估模型实证分析 分析了非线性双重时序模型评估房地产回报的操作流程，设计了回报评估 的程序代码，评估了沪、深房地产行业 53 家上市公司的股票回报。通过评估回 报可以引导房地产行业上市公司采取正确的经营策略，促使整个行业有序发展。 2．房地产价格的双重时序预测模型实证分析 给出了非线性双重时序模型一步及多步预测的公式，分析了该模型预测房 地产价格的操作步骤，并对沪、深房地产行业 53 家上市公司的股票进行了价格 预测的实证研究。通过预测，判断出房地产股价走势，为监管部门提供管理依 据，辅助投资决策。 3．提出了将双重时序模型纳入房地产价格预警系统的构想 将非线性双重时序模型所具有的高度非线性拟合能力应用到房地产市场预 警中，可以提升系统对房地产市场运行状态的预警功能，并通过调节控制促使 房地产市场健康发展。 【关键词】 房地产 非线性双重时序模型 回报评估 价格预测 预警系统 Abstract Zhang Suodi put forth the nonlinear doubly time series evaluation model for real estate returns in 1998, which estimation of parameters and forecasting are both excellent, but there is no empirical study. With the support of National Natural Science Fundation of Shanxi Province project research on nonlinear doubly stochastic forecasting system for the value and returns of real estate which is headed by Zhang Suodi, this dissertation makes a practical application research on nonlinear doubly time series evaluation model for real estate in Shanghai and Shenzhen’s real estate stock market. The main work is as follows: 1．Empirical analysis of the doubly time series evaluation model for real estate returns The dissertation analyzes the operating process of nonlinear doubly time series model for evaluation real estate returns, designs the code to assess returns, evaluates stock returns of 53 listed companies in real estate industry in Shanghai and Shenzhen’s stock market. Returns evaluation can guide the listed companies in real estate industry to take proper management strategies, and promote an orderly development of the whole industry. 2．Empirical analysis of the doubly time series model for real estate price forecasting This dissertation gives one step and multi- step predictive formula of nonlinear doubly time series model, analyzes the operating process of real estate price forecasting, and stud ies o