Portfolio Investment Decision Of Uniform Experiment Design Optimization Study

As an important branch of mathematical statistics, experiments design is the statistical theory about test and analysis and an important tool for scientific research. All kinds of experiments design and data processing method, is based on mathematical theory, such as probability theory and mathematical statistics. This paper introduces the theory of uniform design and the application of the mixture uniform design in securities portfolio decision."Uniform design" is more suitable for multiple levels of experiments design than method, it can not only reduce the number of tests, but also ensure that the test points are dispersed uniformly throughout the test range. After30years of development and popularization, uniform design method has been widely used in chemical, biological, pharmaceutical, food, electronics, military engineering, economic and social fields, and have achieved remarkable economic and social benefits.With the rapid development of Chinese economy, the income level of residents has been greatly improved, the proportion of disposable income in income is increasing, and people’s concept of financial management is more and more strong. People invest in the securities market in order to obtain economic benefits and build a portfolio to spread the risk. This requires that investors have good investment decision and investment methods to reduce to the minimum investment mistakes as far as possible. The mean-variance model of Markowitz is used most widely, but it has an assumption that the return of the securities market follows a normal distribution. This paper puts forward a portfolio selection model based on stable distribution because of the heavy tail and excessive kurtosis of the return on securities, applies the mixture uniform design tool to provide the experiment design method of portfolio selection, uses the data envelopment analysis method to evaluate the efficiency of the portfolio, and gives optimal decision. Finally, this paper gives an example to illustrate the model’s feasibility.As an important method of experiments design, uniform design originates in China. If the experiments design is applied in the portfolio selection decision, the assumption that the returns of the securities market follows a normal distribution is not necessary, which is more suitable for the reality of the securities market and can better guide the investors. This not only has a certain theoretical value, but also has important practical significance.