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Research And Application Of Structural Equation Model

Posted on:2018-09-25Degree:MasterType:Thesis
Country:ChinaCandidate:Y M BianFull Text:PDF
GTID:2310330512977253Subject:Mathematics
Abstract/Summary:PDF Full Text Request
With the advance of the society and the complication of the world,the statistics always keeps going forward,too.From the most simple counting method to the analysis system,which can deeply dig data information,it plays an important role in the corresponding historical stage in every period all the time.Nowadays,in the background of still wide used in the traditional analysis methods,people put forward a new generation of research technique--Structural Equation Model.On the basis of the traditional analysis means it establishes the logical relations and solves the latent variable problem,making up for the weakness of the theoretical hypothesis and the application,and brings a new model for information processing.So it is called "the third reform of the statistics".The technical index method is one of predictions about the stock price change,while it will also have a direct or indirect unstable impact on the stock.This paper mainly analyzes the causal relationship between trend-based indicators,overbought oversold indicators,market indicators and trend indicators,so as to construct the model of influencing factor of stock price fluctuation by technical index method,and analysis of the impact of various indicators on the size and the size of their mutual effects.First,the characteristics of the various technical indicators to analyze its impact on the construction of price factor model,with leading shares as the sample,the model and the actual data obtained after fitting the results show that trend-based indicators and overbought oversold indicators make great effect on the change.Second,it will take Senma stock and Hailanzhijia stock belonging to the home textile apparel industry to make a comparison and to verify the reliability of the model and to compare the fitting results of the three models.Finally,using the stock selection function of the Master Stock software,the stock selection condition is set as trend-based indicators,overbought oversold indicators,market indicators and trend indicators,and their use methods are respectively programmed,the textile industry,the average year-on-year rise in the percentage of stocks and individual stocks rose the average percentage of further verification of popular indicators and overbought oversold indicators of the entire apparel industry is the impact of the two major factors in the textile industry ups and downs,and based on the conclusions of the paper for the use of technical indicators of the investors made some suggestions.
Keywords/Search Tags:Structural Equation Model, Price Change Ratio, Technical Index, Influencing Factor Model
PDF Full Text Request
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