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Evidence Theory And Its Applications In The Securities Investment

Posted on:2010-10-17Degree:MasterType:Thesis
Country:ChinaCandidate:Y W XuFull Text:PDF
GTID:2199360278469462Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Evidence theory is a broad emphasis mathematical methods in study of decision-making integration, it has a significant feature in solving the uncertainty problem . when the conflict of evidence, the evidence related,the promotion of evidence continuous improvement in the study, the evidence theory's application becomes more extensive such as target recognition, knowledge reasoning, information integration .In this paper, we research on the application of securities with theory evidence, the main job as follows:Firstly,systematic overview of the emergence, development, and the latest progress of evidence the theory , analyzed the question of existence and the solution approach.Secondly, conflicting evidence is studied which is often in application. Several classical improved-methods are analyzed and compared. It is proposed that the key of dealing with conflicting evidence is conflicting distribttion.Thirdly, the latest achievements of evidence theory are applied to technical analysis of securities investment, every methods of technical analysis as an independent source of evidence, So the Dempster-Shafer's evidence theory is introduced to combine these results. This method regards different methods as different evidence resources and the combined result is more scientific and reasonable. Fourthly for white-collar workers should not make short-term in vest of securities chara-cteristics, using of evidence theory to make portfolio of securities according to the style of the investors, and gi ve advice on the investment ratio.Finally, in order to make further research, some prospects of evidence theory are pr-oposed.
Keywords/Search Tags:evidence theory, evidence conflict, technical analysis, portf-olio investment
PDF Full Text Request
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