Combination Research On GMDH And Regression Methods

GMDH theory is a new self-organizing data mining theory, which is particularly adapted to the complex system modeling such as economic system; while econometrics fully absorbs the mature theory on economic, statistics and mathematics, and econometric regression model as a research tool has become a major authoritative tool to analyze economical problems. The cross research on GMDH theory and regression is rarely reported, either the evaluation of model quality on GMDH algorithms. All above are the focus in the article, and the significance is : to improve the prediction of regression model using GMDH models , to improve the evaluation of GMDH model quality with the use of theory on econometrics, to folly integrate the advantage of two areas and jointly promote the two theories to further improve and develop.In the thesis, the GMDH theory and regression are combined together complementary to the intersection between theoretical researches; first GMDH theory and econometric theory advantages/shortcomings are illustrated, and then from both theoretical and empirical study, the two cross-cutting improvements are given out. Finally the improved GMDH model is applied to the Fund's investment style research, on the one hand the new method of funds research investment style are given out, on the other hand, the advantages of GMDH algorithms and study on its improvement are further proved at the application level.The work mainly done in the thesis: 1. the comparison research between GMDH and econometric modeling on testing,...