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Clustering analysis in the evaluation of securities investment funds

机译:证券投资基金评估中的聚类分析

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摘要

Clustering analysis as one of the key components of data mining has been widely applied. The purpose of this paper is to apply clustering algorithm to classify and evaluate the securities investment funds. This paper established a system of fund evaluation index by researching the indexes which are influenced funds' performance and drawing on domestic and foreign mature funds evaluation theory, and then made use of the data mining function of EXCEL to set up a clustering analysis model. Finally, this paper used 40 equity funds as sample data to conduct empirical research. The cluster results are helpful to evaluate funds' performance and meaningful to guide the rational investment.
机译:聚类分析作为数据挖掘的关键组成部分之一已被广泛应用。本文的目的是运用聚类算法对证券投资基金进行分类和评价。通过研究影响基金绩效的指标并借鉴国内外成熟基金评价理论,建立了基金评价指标体系,然后利用EXCEL的数据挖掘功能建立了聚类分析模型。最后,本文以40只股票基金为样本数据进行了实证研究。聚类结果有助于评估基金的绩效,对指导合理投资具有重要意义。

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