The Study Of The Application Of Uniform Design In Money Market

Design of Experiments is the important ramify of statistics. It belongs the category of scientific methods of experiments. It was formed by crossing the methods of experiments and mathematics, especially statistical methods. In this paper I shall introduce the theory and method of the uniform design and their applications in finance market. The uniform experimental design is one kind of space filling design. It belongs the model optimum design .It mainly considers the key factors, fine levels and the interact of factors in order to find the optimal combination of the levels and the parameter of technics. In these thirty years, the uniform design has widely applied in martial project, medical industry, chemical industry, electronic industry and so on. It has made conspicuous achievements.Securities investment is a very complex proceeding. Investor needs to find a correct method to decide when to buy with low price and sell with high price. This needs good methods and strategies. In this paper , I apply a new method for robust design based on the uniformdesign to overcome the defects in Markowitz model for securities investment decision.Now securities market is not enough standardize and perfect, there are many unknown factors. The information in market is myriads of changes and difficult to control. So stock market in china needs technical analysis. Many technical analysis can be used. For example, running average, RSI, PE, dynamic analysis , energy analysis and so on. Zeng yuanming had discussed these five methods, we can see dynamic analysis is a good technical analysis. In this paper, I shall apply uniform design sampling and combine EM arithmetic to find the optimal combination of dynamic indicator in stock market of shanghai.