一种新的证券选择的决策树模型
A New Decision Tree Model for Securities Selection
摘要: 本文建立了一种新的证券选择的决策树模型。首先,对影响股票的财务数据的因子做主成分分析,进行降维处理和因素选择;其次,利用K-means聚类法对因素进行离散化处理;然后,使用决策树算法建立股票预测模型;最后,利用模拟投资验证模型的有效性。
Abstract: A new decision tree model for securities selection is established in this paper. First, the factors af-fecting the financial data of the stock are analyzed, and the factors are reduced. Secondly, the factors are discretized by K-means clustering method. Then, the decision tree algorithm is used to establish the stock forecasting model. Finally, the model is verified by the simulation investment. 
文章引用:李双双, 刘海军, 郭盼盼. 一种新的证券选择的决策树模型[J]. 应用数学进展, 2018, 7(9): 1166-1173. https://doi.org/10.12677/AAM.2018.79136

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