摘要
新股上市时的价格定位受到多种因素的影响 ,用传统的回归方法进行分析效果不是很好。本文运用自组织建模方法对影响沪市和深市新股定价的因素进行分析 ,既找到了它们的共性 ,也发现了两个市场的“个性” ,为投资者、券商、管理层在沪市、深市市场运作方面提供有益的帮助。同时 ,说明了自组织方法对金融、证券等在不确定复杂系统研究中的有效性。
Owing to too much variables involved, the prices of new stocks are difficult to predict using the traditional analysis of regression when they come to the market. This paper adopts the method of self-organizing models to analyze the influencing factors to the new stocks pricing of Shanghai and Shenzhen stock markets. The general and specific characters of the two markets are found respectively. At the same time, it shows that the method of self-organizing modeling is a good method when used to study the uncertain complex systems such as finance and stocks.
出处
《电子科技大学学报（社科版）》
2004年第1期27-30,共4页
Journal of University of Electronic Science and Technology of China(Social Sciences Edition)
基金
国家自然科学基金资助项目 ( 70 2 710 73 )
关键词
新股定价
自组织模型
预测
new stocks pricing
self organizing model
forecast
