收藏本站
《第37届中国控制会议论文集(B)》2018年
收藏 | 手机打开
二维码
手机客户端打开本文

The Investment Models Based on the Fundamental and Technical Indicators of Listed Companies

Xiaolian Meng  Xiuzhen Chen  
【摘要】:The fundamental and technical approaches are often used to analyze the operation status of listed companies and the development tendency of the stock market. The investment models using financial ratios and technical indicators are proposed in this article, and a multi-objective evolutionary algorithm with benefits and risks is used to optimize them. Two different chromosomes are used for representing different investment models with real constraints. An empirical study based on 40 stocks of SSE A shares from Cathay Pacific database was conducted to illustrate the practicability of the proposed models. The results show that better stocks and better transaction decisions can be found and selected by the portfolio management method based on fundamental and technical analysis, which could be obtained a portfolio with better result than the market index. The effectiveness and practicality of this investment model is improved more with more fundamental indicators introduced, especially cash flow growth, capital expenditure growth rates and payout ratio.
【作者单位】:School of Economics and Management, Nanjing University of Science and Technology
【分类号】:F273.1;F832.51

【相似文献】
中国期刊全文数据库 前10条
1 ;MEAN-VARIANCE MODEL BASED ON FILTERS OF MINIMUM SPANNING TREE[J];Journal of Systems Science and Systems Engineering;2011年04期
2 Ling Yang;;Portfolio strategic analysis of Philips[J];环球市场信息导报;2017年02期
3 ;Dow Offers Technical Solutions and Innovations[J];China Chemical Reporter;2008年13期
4 何文炯 ,张奕;Moments and limiting distribution of a portfolio of whole life annuity policies[J];Journal of Zhejiang University Science;2002年04期
5 ;Technologies for An Efficient Technical Nonwoven Production[J];China Textile;2014年09期
6 彭蕾;廖勇;;“portfolio”的类型分析及其实施方法[J];计算机教育;2009年21期
7 ;ZTE “Talks to the Future” with Comprehensive Telecom Solutions Display at GSMA Mobile Asia Congress 2008[J];ZTE Communications;2008年04期
8 钱彦敏,冯颖,HIGGISION James;A dynamic decision model for portfolio investment and assets management[J];Journal of Zhejiang University Science A(Science in Engineering);2005年S1期
9 Pengle Zhang;Kewei Yang;Yajie Dou;Jiang Jiang;;Scenario-based approach for project portfolio selection in army engineering and manufacturing development[J];Journal of Systems Engineering and Electronics;2016年01期
10 Soren Ulonska;Torgeir Welo;;Product portfolio map:a visual tool for supporting product variant discovery and structuring[J];Advances in Manufacturing;2014年02期
中国重要会议论文全文数据库 前10条
1 Xiaolian Meng;Xiuzhen Chen;;The Investment Models Based on the Fundamental and Technical Indicators of Listed Companies[A];第37届中国控制会议论文集(B)[C];2018年
2 Yanxia Pang;Jumei Zou;Shaochan Dong;;The Component Data for E-portfolio[A];2013教育技术与信息系统国际会议论文集[C];2013年
3 ;The Research on Portfolio Optimization Model and Strategy for Multiple Objectives[A];Proceedings 2010 IEEE 2nd Symposium on Web Society[C];2010年
4 ;A Survey of Fuzzy Portfolio Selection Based on Credibility Theory[A];第六届中国不确定系统年会论文集[C];2008年
5 ;Expected value model for portfolio selection based on risk curve in birandom environments[A];第三届中国智能计算大会论文集[C];2009年
6 安向龙;李露凌;刘则毅;;基于杂合遗传算法的Portfolio整数规划模型[A];管理科学与系统科学研究新进展——第6届全国青年管理科学与系统科学学术会议暨中国科协第4届青年学术年会卫星会议论文集[C];2001年
7 李端;;Study of Optimal Portfolio Selection Policies[A];中国运筹学会第八届学术交流会论文集[C];2006年
8 A.A.Naumov;V.V.Shabunko;;Flow models of business processes[A];Competitive Economy in the Vector of Global Development Collection of Scientific Papers[C];2008年
9 JIN Chu-xin;CHEN Wan-yi;YU Shu-jing;;Robust Portfolio Selection Based on Optimization Methods[A];第37届中国控制会议论文集(E)[C];2018年
10 ;The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications to Finance[A];第二十九届中国控制会议论文集[C];2010年
中国硕士学位论文全文数据库 前10条
1 Shanika Gamalath(舍妮卡);[D];大连海事大学;2015年
2 张相苏;学习档案包(portfolio)在乡村医生培养与评价中的应用研究[D];中国医科大学;2010年
3 张改霞;档案袋评价在高中英语写作中的应用[D];陕西师范大学;2012年
4 桂一丹;大学英语口语教学中的档案袋评价实证研究[D];西南民族大学;2013年
5 陈泽丽;在EFL环境下学生写作档案评价[D];电子科技大学;2004年
6 齐婧倩;[D];上海交通大学;2011年
7 何桂林;档案袋评价在中学英语阅读中的运用[D];江西师范大学;2007年
8 曾文娟;档案袋评价对高中生英语写作的影响[D];江西师范大学;2016年
9 王荣荣;档案袋评价在初中英语阅读教学中的应用[D];陕西师范大学;2016年
10 马艳;档案袋评价在高中英语写作中的应用[D];西北师范大学;2016年
 快捷付款方式  订购知网充值卡  订购热线  帮助中心
  • 400-819-9993
  • 010-62791813
  • 010-62985026