| This paper mainly describes the application of some basic knowledge of statistics in the field of inverstment in theory, these statistics theory includes basiccorrelation analysis, time series analysis AR model, ARMA model, GARCH model, cointegration, applied regression analysis, PCA, Cluster analysis and introduce the classical Bayes Estimation, Markov chain prediction method in the investment, the correlation analysis, time series analysis, Bayes estimation, Markov chain is widely used in prediction, and the PCA, cluster analysis are widely usedin the stock and in the industry. The paper can be used as an overview of the application of statistical theory in investment. |
